This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
You probably will have to create an installer. There are many installer creator products out there. You have to choose one that fits your needs. You can also find some free ware installer creators. Others are commercial products. You can always download a trial version of these commercial products. I have used Install Anywhere Enterprise edition for creating an installer for a Java-based desktop application. It is very popular, just like Install Shield.