Thank you for your answer, however it seems not working as i got the error 'cannot find a player for ...' .
Maybe i made some mistakes, but i tried in many way without results.
However i found another way to play sound file stored in a jar file.
Using your advice and the javax.sound.sampled package.
This is a snippet of code if anyone is interested :
URL tmpURL = getClass().getResource(fileName);
AudioInputStream audioStream = AudioSystem.getAudioInputStream(tmpURL);
Clip clip = AudioSystem.getClip();
clip.open(audioStream);
clip.start();