How to create an .exe installer for a Java application?

Question

I am in doubt of which tools select for the job.

I have a Java application composed of a few JAR files (a main .JAR plus libraries) and miscellaneous other files and I'd like to bundle it into a standalone, .exe Windows installer with the following characteristics:

• JVM bundled together (so it won't depend on a system JRE install)
• The whole folder structure inside a known location (preferably C:\MyApp or C:\Program Files\MyApp)
• A Desktop link to the app so users can manually start it if necessary
• The link should be put inside the Startup folder (either the generic C:\ProgramData\Microsoft\Windows\Start Menu\Programs\StartUp or the user-level C:\Users\Username\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\Startup) so it can be automatically started when the user logs in
• Alternatively, the app may be set up to run as a service for the same effect.

I'm having trouble finding the right tool(s) for the job and using them.

I've installed NetBeans and Inno Script Studio which together create an .exe installer with bundled JRE inside a hidden folder inside the C:\Users\Username\AppData\Local folder (which I can't see by default unless I unhide the folder in the user's machine), however some requirements are still missing.

I suspect NetBeans' built-in packager could do the job if Ant files are correctly tweaked but I don't know which tweaks to do.

And I'm afraid Inno Script Studio won't bundle the JRE together with the JARs so it seems to be insufficient by itself.

I'm not sure if the question is too broad but I need at least some guidance on which tool to adopt.

Any help is really appreciated.