Creating executable files

Hi,
i have a working java program and i would like to create an exe program (or installer if you would like to say) so that when I double click on it, it will install all the necessary files.
afterwards, I will also want to create a file that when double-clicked, will invoke my java application.
anyone how to do both of them ?
i want to have them working on both WINDOWS and LINUX (with more emphasize on WINDOWS off course)
if you know any links for them, I would also greatly appreciate
thanks

For doing so, create a JAR file with the main class
information added inside the manifest fileYepp, that's the solution as long as the OP doesn't want to bundle and install a JRE with it, which I understood wa his/her intention.

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