You don't need any odbc connection with Java and MySQL. You can use the JDBC drivers which can be found in MySQL website.
And another one is, are you talking about the installer program? If so, there are 2 free installer program I know.
1. "Ghost Installer" Free Edition (http://www.ginstall.com
which uses the XML and it's very easy to use. But it's only for Windows platform.
2. "Install Anywhere" Free Edition (http://www.zerog.com/products_ia.html
) which is the platform-independant installer.