U can use InstallShield X to make ur java  program install.....

i have made java  program, and it's run well
i want to add installer  so my program  can installed easier !
java is platform independent so how about installer in different OS, is
different installer in window and linux ?
is there any program or tool  to make installer for my program that i made in
java?
please give  me some information or reference  about that

This mainly depends on what your application is.
The easiest way to get a executable for java  on a standalone platform is
creating a bat file.

Also , if you want an exe which would be specific to Windows then you can use
the JAva Service API
(www.multiplan.co.uk/.../downloads.html) and execute
your Java Program as a service.