After I put the images folder at the root I tried:
this.getClass().getClassLoader("images/");
Wavelogy.class.getResourceAsStream("/images/")
They work on Windows but they don't work on Ubuntu 12.1.
One more thing. Let me be clear. This is the correct way to load resources from a Web Start Jar according to Oracle' tutorials: this.getClass().getClassLoader("images/");, other ways of achieving this are just hacks.