Question about Installer exe

Does anybody know how to create installer exe for a java application?
I know how to create executable jar file, but I would like to learn how to create an installer that will self extract the files to specified folder, create desktop shortcut and start menu items, etc.

Please Please someone help!! =)

Thanks!

Normally you use installers that other people have already written. It's a lot easier.

But if you want to learn how to write one, you should understand that the task has nothing to do with Java and everything to do with knowing the details of the operating system where you plan to install. I expect that's Windows. You would have to learn how the start menu is organized and what registry entries you have to add, for example.