How to create a Java application which can be run by a click?

Question

I would like to have a Java application which can be easily started.

So far I have managed to create a jar file but I do not see any advantages yet. Before I run my

Answer 1

For OS X check Jar Bundler:

http://developer.apple.com/mac/library/documentation/Java/Conceptual/Jar_Bundler/Introduction/Introduction.html