There are two steps:
1) In order to use open source, I have to use Lauch4J to wrap Java applications distributed as jars in lightweight Windows native executable. For example, Lauch4J will create BulkExport.exe based on BulkExport.jar. JSmooth is also a good tool, but is little out of date and we also need to write the ANT script. Lauch4J is strictly a GUI tool.
2) Use Advanced Installer. This is a unified package containing the complete Advanced Installer application, which includes Freeware, Professional, For Java, Enterprise, and Architect. Freeware features can be accessed at any time by creating a project of type “Simple”
We create a Simple project packing it into MSI window installer file, such as BulkExport.msi