How to run application

Hi! I've programmed for years JSP, Servlets and Applets, but never a desktop application, so... my problem is that I don't have any idea on how to run it. I mean, of course I know how to run some application in my own desktop (java applicationname) but my doubt is, what I need to install in the client desktop or how must I do my package in order to run without the need for installing the SDK. Because, as I known, the "java.exe" comes with SDK, and of course, I don't think that I need to install de entire SDK in all my clients desktops in order to run my application.
Any help will be very appreciated!

JRE (= Java Runtime Environment) suffices to run an application.

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