1.rb

require 'java'
require 'hello_world.jar'

2.rb

require 'java'
$CLASSPATH << 'hello_world.jar'
$CLASSPATH << 'hello_world_directory'

3.rb

$ irb
jruby-1.6.0.RC2 :001 > require 'java'
 => true
jruby-1.6.0.RC2 :002 > require '/Users/david/dev/jruby/lib/jruby.jar'
 => true
jruby-1.6.0.RC2 :003 > $CLASSPATH
 => ["file:/Users/david/dev/jruby/lib/jruby.jar"]

4.rb

require 'java'
F = java.io.File
class_loader = JRuby.runtime.jruby_class_loader

class_loader.add_url(F.new('hello_world_directory').to_url)
class_loader.add_url(F.new('hello_world.jar').to_url)

5.java

@JRubyMethod(name = {"append", "<<"}, required = 1)
public IRubyObject append(IRubyObject obj) {
    String ss = obj.convertToString().toString();
    try {
        URL url = getURL(ss);
        getRuntime().getJRubyClassLoader().addURL(url);
    } catch (MalformedURLException mue) {
        throw getRuntime().newArgumentError(mue.getLocalizedMessage());
    }
    return this;
}