Should I install a private JRE with my application.

I confused on the need for the java_home environment variable. Is this used just for java applications or by the JVM too. The latter would seem a problem.
For example, I want to install an application that uses JRE 1.5 or greater. If an older application is later installs an older JRE and modifies the java_home variable to match (on a users machine), my application will not run. Therefore, should I just install my own JRE in a private folder and use that instead or will that be affected by the changed java_home variable?
This seems worse than MS's "DLL Hell"?
Thanks in advance

AFAIK, Java itself (java.exe, etc) does not reference any "javahome" type environment variable. I ran Java programs without that environment variable for quite a while.
Realize that effective with Java version 5u6 (1.5.0_06) there are restrictions imposed on applets concerning which Java version will run them. See this document:
http://java.sun.com/javase/6/webnotes/family-clsid.html
For Java applications, you can completely control what version Java is used for execution by specifying a full path to the java.exe program of the version you want used. If you want to use a Java version other than whatever one the user has installed as the default version (on Windows and Solaris), you should provide a private JRE for the application.

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