You need to copy resource files (sound,image,....) under workspace (your working directory or sub-directory).

For example:
My ejs source code is always saved at ejsworkspace/source/users/ntnu/fkh/
I created a sub-directory ejsworkspace/source/users/ntnu/fkh/_data/
and all my resource files are under ejsworkspace/source/users/ntnu/fkh/_data/

EJS can find resource file for you if it is under workspace.
Your resource file was under desktop, EJS was not able to add it to the jar file.
(other users usually would not have the same file structure as your desktop, so it would not work! )