How to create the setup file in java

hi
am new to java...
is it possible to create setup file in java like in .net..
if yes how?

i mean our application can be installed in to any other system..
using .net we can easily generate setup fileThe other people understood what you meant.
And they suggested that you use one of the free
installer generator, such as
http://www.java-source.net/open-source/installer-generators

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