Came across this installer, looks very interesting
http://nsis.sourceforge.net/Main_Page
This is what java2exe uses.
has anyone had experiences with this ???
it's one of the most popular install systems (at least in the OSS world - but not only).
i used it a few times, but not for java apps. i suppose for java app deployment, there are more appropriate solutions (usually one will want something cross-platform).
nevertheless keep us posted if you intend to use it to deploy your jme app.