1) Several helpsystems are available, html or pdf are probably the only platform independent solutions available
2) Have a look at http://www.InstallJammer.com but any installer would avoid to have (non-standard) FatJar squashing together of files.
Adding a manifest with main-class and classpath entries in your application-jar resolves the ‘difficult commandline options’ issues, just ‘java -jar application-jar.jar’
The Installshield version that came with Delphi can only be used to deploy your Delphi created apps (AFAIK), have a look at Inno Setup (www.jrsoftware.org) for a Windows only solution
HTH
Ton