I have finished writing a Java Desktop application with a mySQL database. I want to make the application run outside netbeans and let it be installed on other computers. I know
I agree with Sorrow.
If I have to use MySQL, it is normally over the net since I don't want to allow my clients pass through the hazzles of installing MySQL themselves. If however you am stuck with using MySQL locally, investigate MySQL unattended installations + NSIS Installer.
If you can use any db you want, I just use javadb/derby. It comes bundled with most Java installations these days and if not all you need is to add a jar file to you application.
As per 'hardcoding' paths, I really don't understand what you mean. You really don't have 'paths' as it were, I am assuming what you mean is connection string. You don't have to hardcode your connection string, just put some parameters in a properties file and construct your connection string from them.