What is the recommended practice for bundling JRE with Java Application?

Hello,
I am using a software called Advanced Installer to create a Windows installer (.msi file).
This .msi file contains :
- a .exe file which is a wrapper for a .jar file (a Java Swing program),
- and a directory for the JRE.
I read an article on the web which recommended bundling the JRE with the Java program. And
this is what I am doing. And my understanding is that if the user's system does not already
have the JRE installed, the bundled JRE would allow my Java Swing program to run.
However, when I tried to install my .msi file on a system that did not already have the JRE,
my Java Swing program would not start. After installing the JRE on this system, my Java
Swing program started and ran fine.
Do I really need both JREs, one bundled with my Java Swing application and one installed at the
system's location for my Java Swing program to start and run?
Another question I have is that if every application would bundle its own JRE, there could be many
copies/possibly versions of the JRE on the system, is this acceptable? What is the common or
recommended practice?
Thank you for your help.
Akino.

I'm sure why it didn't work. That is how I bundle the JRE. The only disadvantage about bundling is the size of the installer file will be pretty large. In my opinion, relying on a public version is not a good idea if you have no control of the target box. The user might, for some reason, decide to uninstall java or upgrade to a new incompatible version and your app. may stop working. I'm sure many on here will disagree with this though.
I always use the marner .exe wrapper:
http://www.megaupload.com/?d=FYZAVM77
and inno installer:
http://www.jrsoftware.org/isinfo.php
They're both free to use and I've had no problems with them. Another wrapper is Javaround:
http://sourceforge.net/project/showfiles.php?group_id=234356

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