How do I bundle my .java file as an .exe file to install from cd-rom

I have written a simple java application that I would like to lauch from cd-rom. I would like it to do the following:
1)Install the application to be ran locally on a client machine.
-OR-
2)Run the application from the cd-rom.
I think my code would have to be bundled and stored as an .exe file, but I'm not sure. I can not find any info on how to do this, so any direction would be greatly appreciated. Please explain in detail if you can, I am still new to this. Thanks!

1) I was able to use InstallAnywhere to create an installer for my application, but I was unaware that there was a java InstallShield. How do I access this feature?
2) Also from my understanding, I will have to write an executable java launcher in another language. Where can I find more info on this topic?
3) Not sure how to create jar files just yet. Where can I find more info on creating executable jar files.
Thanks for your help!!!!!!!

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