Which books you may need depend on which builds you're going to be making. As far as UNIX and Linux are concerned, wrapping a project into a .tar.gz or .tar.bz2 archive, with the use of a Makefile is pretty straight-forward and wonderfully generic.
More towards Linux, building things like .tgz (Slackware-based), and .deb (Debian-based) packages is slightly more tricky, but not that bad. However, .rpm packages for RedHat/Fedora/Mandrive/SuSE-based distros tends to get a bit tricky because even though those distributions use .rpm packages, they do not - necessarily - have the same structure within the package. .deb's are a little nicer because there are fewer (corporatized) distributions that use that package format, and it's a much better design than .rpm's (IMHO).
I've never messed around with making .exe's for Windows boxes, or .dmg's for Mac OS boxes, but in any
case, all you really have to do is do a Google search for "how to make __________________ (insert binary package form) package", and you'll find plenty of results walking you through the process.
EDIT: Check out this link, http://forum.java.sun.com/thread.jsp...42889&tstart=0