You'll have to include the Java virtual machine. Then you can create a batch file or excutable (you can even use NSIS) that launches the file with the right version of your Java virtual machine.
You do however have to check the Sun license for information about redistribution of the Java software.
One question is still bothering me ... my icon are looking ugly ... I dont know the reason I used 16x16 .. is there any way that they can be presentable.
Thank you again for help .. I am using IconForge ... the quatity of the icon is strange ... it displaying some pixel which are non-existent in the image ... I dont what I have to do in order to make clean icon ...