Install4J is a great bit of, Java based, installer software from a company called EJ Technologies (who also happen to publish the fanstastic JProfiler profiling tool) .
As part of the install process, you can create custom Java 'screens' that allow for the addition of non-standard functionality. These work really well, but what if you ever need to debug a screen in your IDE ?
Fortunately, there's a relatively simple way to do this, see here: http://resources.ej-technologies.com/install4j/help/api/