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As recommended, I used izPack to deploy my application. Well, it works great, you can just double click on the jar file and it will *extract* the file for you. However, after extracting to the folder that user wants, the user needs to execute the java again by going to command prompt and typed in "java -jar blah blah". Then the question comes again. What would be the best idea to execute the java application?
Hence, in my opinion, izPack only helps you to create a *good* look-and-feel installer. If we can double click on the jar as izPack, why can't we double click on our custom jar file as well?
PS. I will get back on this by tomorrow.