You might be interested in
JExpress, which got a lot of features to make an installer for various platforms...
But there is another alternative as well... It's
Install4j from ej-technologies...
If your application is not that big, why don't u just make executable jar and place the shortcut on your desktop... Simple and cheap....
Hope it helps...
Co-author of SCMAD Exam Guide, Author of JMADPlus
SCJP1.2, CCNA, SCWCD1.4, SCBCD1.3, SCMAD1.0, SCJA1.0, SCJP6.0