If you don't want to, or can't sign your application for some reason. You could also use the PersistenceService in javax.jnlp. It sounds like want you may need.
http://java.sun.com/javase/6/docs/jre/api/javaws/jnlp/index.html
http://java.sun.com/javase/6/docs/jre/api/javaws/jnlp/index.html