Hi Fulvio, you are right a Java implementation is more portable than Python, but my clients are 99% windows users (Windows 98 included) and I have to do it more simple as possible to install for them.
With Python I use py2exe [1] to package python interpreter, python library and my script, and all files places in one folder. After that I use InnoSetup [2] to make a Installer.
Moreover, I think python is a little bit lighter for this task, but it is debatable.
I do not know if I would have these advantages with java. But if someone is interested, I think a great idea two implementations.
Thanks for the link in the documentation page, and congratulations for the excellent work.
[1] http://www.py2exe.org/
[2] http://www.innosetup.com/isinfo.php