Does somebody know how to pack a particular JRE together with a compiled Java application? I currently have an executable jar file and wish to put JRE 6 Update 31 in it. So
This is not directly possible. To make it possible, you have to download VM's for every platform. For windows, copy the JRE to a directory and the jar and call distributed JVM by shell scripts. But this is so hard and the solution described by Cthulhu is best i.e., check the version and point to the webpage.
However there are some you might check out.
JSmooth - http://jsmooth.sourceforge.net/
Jar2Exe - http://transfer2pc.weebly.com/1/post/2011/10/jar2exe-converter-11-gui.html