@Cas:
There are two ways of creating a proper Java application for OS X. The first is to use the JAR Builder application to create a .APP file. The second is to run the Java Webstart game on the system, then tell webstart to create “shortcuts” for it. This actually causes webstart to create a complete .APP for the application that can then be deployed to other systems. The later method is usually frowned upon because you can’t pack extra plugins or data files into the .APP, but should work exceptionally well for your needs.
Once you have a .APP file, you can simply zip it up if you want. The preferred method, however, is to create a .DMG file. This is actually a filesystem in a file that can contain as many files and as much metadata as you need. Most .DMG files even place backgrounds on the finder window to make it look more professional. The result looks something like this tiff image. (Sorry, I just had that one lying around.)
While OS X technically has all the necessary tools to create DMG files, you’ll be much happier with the results if you use a program like FileStorm.
@Blah:
If you click on “More Info” for Alien Flux, you’ll see that Cas has a note stating that it’s not downloadable at the moment. 