I don't think you can nest the jars. You can put them next to each other and let an executable jar point to the neighbouring jars using the classpath manifest entry.
So you "MUST" have an executable jar for this, otherwise it won't work.
Example manifest:
Manifest-Version: 1.0
Main-Class: com.test.Start
Class-Path: jar1.jar jar2.jar jar3.jar
So put all the jars in one directory and then execute the executable jar (containing the manifest).
PS. I use
Ant to create my jars (integrated in eclipse).
Jar file specification