How to make Java programs installed?

How can I install a java program?

I saved an application in my eclipse workspace

I can export it as Jar file

This is a "real world" application

How do I export it as an ". Exe" file or ". DMG" so that it can be installed on another machine?

Since Java is platform independent, I think it is a problem of exporting for a specific operating system

I have googled a lot and read many different stories, so I prefer the answers of experienced people

Solution

I think what you are looking for is not only to make the program run (like the proposed lobster 1234), but to actually install it We recently used izpack It actually looks good There are also some decent tutorials, details here and here