Best way to create a CD-installation?

I am thinking about creating a CD-installation for my most recent project. The project uses several external APIs (JMF, JCA, Java3D, and Xj3D) and I am wondering what the best way would be to build such an installation? Should I just put everything in one folder and have the installer copy the folder to the HD or is there a better way?

I suspect that Java Web Start won’t work for me since my project is too big for me to distribute online (over 200 megs with the cutscenes) and the Java Communications API (javax.comm) does not even come with an installer when downloaded from Sun’s site…

Install Anywhere by ZeroG should do the trick.