you are on the right track.
here is how I load a texture right now in an applet:
TextureLoader.getTexture("PNG", Sprite.class.getClassLoader().getResourceAsStream(imagepath) );
imagepath is a string path relative to the "src" directory.
I was having that problem last week myself
If you are still having problems, make sure the path doesnt start with a slash or anything like that. So something like