I'm not looking for java-web-start, I'm looking for a thick-client application installation toolkit. I've got a stand-alone application that consists of several files (jar files, data files, etc) and would need to do some pretty standard installation tasks, like asking the user for target directories, have them locate some parts of their system - choose some of the per-machine or per-user configuration options and possibly try to detect some of the machine settings for them.
I'm looking for something which is like the MSI or other wizard driven installation applications. What's a good installer for Java? It would be ideal if it were cross-platform capable (Linux, Mac OSX and Windows).