Creating an installer for Windows from your JAR file to easily distribute your Java project

Your first Java project finally runs from the command line and you want to share it with your friends to show the spectacular progress you made. All you need to do is to create a compressed jar file and send it to them, right? Not quite as in case they have no Java Runtime Environment (JRE) installed or have a different version from the one you used, all they will get is a criptic error message.