You can pack it with winrar and make it a sfx archive, so it gets an exe file. Then you can also choose an exe inside the archive to be auto-launched, and it seems to the user as if he would just run a single exe.
It's like a Java applet, but it doesn't need 3 seperate installations (Java engine, browser Java plugin, Java applet) like Java applets do, but just a single mouse click. On my computers Java applets have never worked either, although they are completely differently installed, but exe files work always, even from a browser.