Other self-extracting options
The directory to extract into
When the self-extracting JAR runs there are two options for what it can do.
Either it seemly proceeds to extract all the files into the directory where the
JAR is currently residing or it can ask the user to specify a directory.

If the directory is to be specified a directory tree appears from which the user should
select the directory.
The look and feel
When the self-extracting JAR runs it's possible to change the look and feel
of any user interface that is displayed. The default is the so called "Metal"
look and feel which is the cross-platform look and feel for Java. The author's personal
preference is the Native look and feel but it's really up to you. Probably the only user
interface that is likely to be displayed is the directory chooser.