How to make a installation file in desktop application??

hello everybody,
Actually i want to make a installation file for a desktop application.I know there are some thirdparty software vendors who are providing that. Let me know if any other tool is there in java to make a installation file for any desktop application.
Thanx in advance

well im not sure if there is an application but i do know you can use .bat files to open applications if your not sure what a .bat file is just msg back and ill explain and ill also do a example if you want so just ask ok soon ill rellase a link to my web-page so you can ask me stuff there soon and you can anwser other peoples questions

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