How can you create an executable Demo?

How can you create an executable demo for distribution to machines that do not have JDK (regular user machines) that will run? Do you put/execute your own runtime environment from a distributed package (or on CD) or do you have to have them install the JRE to their system before they could execute it? I don't have anything like this yet, but I'm curious (and need the incintive) and would like to know if it is possible so that I can create some items that would impress the non-technical community and have a way to show my current (ok, future) capabilities to those who are. Could I include a database with it and how difficult would that be?
Thanks..

I've never used one, but I've noticed a few programs available to convert Java programs to machine specific executables. I think that some IDE's have such a feature (newer versions of Visual J++ to name one). You may want to try a quick search on google.
Good Luck.

Thanks.... looks like Micro$oft may win this one... (only for this, anyway

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