I wrote an app and I want to sell it online, so I uploaded it to my website and tried to download and run it as a test, but a window appeared, it said : \"The publisher could no
You'll need to sign the EXE with a code signing certificate from a trusted root certification authority.
http://www.thawte.com/code-signing/
https://www.verisign.com/code-signing/
You'll find more CAs with a simple Google search.
Keep in mind, even though this is a Java JAR, the dialog you're seeing is from Windows complaining about the EXE being unsigned. You'll need a MS Authenticode signing certificate to sign the EXE. I'm not too familiar with Java, so you may or may not need a certificate to sign the JAR as well. (Note a self-signed certificate will never be recognized as fully Trusted and Valid on any computer other than your own.)