i am not clear about steps/configuration details about how i can embed mysql in a Java desktop application so that it(application) can be installed on any machine through a
Take a look at http://dev.mysql.com/doc/refman/5.0/en/connector-mxj.html. I do not remember the exact details but I was able to embed MySQL db in desktop application without user needing to install it separately.
The key class is com.mysql.management.MysqldResource.
Here is the example, http://dev.mysql.com/doc/refman/5.0/en/connector-mxj-configuration-java-object.html
The mysql-connector-mxj-gpl-db-files.jar file contains MySQL installation files for all the platforms. If you know which is your target platform, you can strip other platform versions from jar, to reduce download size for end user.