How to package JRuby programs for Windows as one-click executables

I'm porting a Ruby program to Windows, and I really need a super-simple package - something that user downloads, unzips, doubl开发者_StackOverflow中文版es clicks the obvious program file, and it's running. Without having to install JRuby, or even Java if it's possible.

Or possibly downloads, runs installer, confirms a few silly questions, and selects obvious program from start menu, if the first option is impossible.

I believe that this thread may help.