Windows installer should ask the user where he wants to locate the JVM used with Jedit.
Or the java based installer should detect windows operating system and add every nice things like shell extensions, start menu links and so on.
See patch n° 1868473 (http://sourceforge.net/tracker/index.php?func=detail&aid=1868473&group_id=588&atid=300588)
I think most of this request is out-of-date as the installer does not detect the JVM to use at install time anymore, but the launch4j EXE launcher detects the JVM to use at runtime.
But I'm leaving this open for now as the part about the Java based installer adding shell extension and start menu entries to the registry is a good idea that I also had but didn't implement yet. Especially it is low prio as the EXE installer can be used and does all that nicely.