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copy files to a machine in local network in java with authentification

I've used Commons IO to write a program that copy files and other things. But I want to copy a file to a local ip address \\10.x.x.x, but the user doesn't have rights to do the copy, so I need to put an ID and password to access it. However I cannot find a way I can do that.
To move file I use :
FileUtils.moveFileToDirectory(fichier, destDir,true);
But my directory is something like \\10.x.x.x\files and only a few users can write in that directory so I have an ID & password that let you move files there. I want that even if the users don't have rights to move files to that directory my program can do it.

It is not really the way Windows security works. If you really want to do it that way, you will have to use Java Native Interface or Java Native Access, and manage to call the WNetAddConnection function from Mpr.dll (and do not forget to call WNetCancelConnection when done).
But you would have to store a password in your program, which is poor security practice.
The standard way to do that would be to start a service that would run under a user that has access to the desired directory, and have your program to communicate with it using whatever you want, the simplest way being probably TCP/IP. But unless you have special requirement for that I would not recommend to use Jave for those kinds of program.
A more Java alternative would be to start a Tomcat service on server machine running under a user having access to the directory. That way you just have to develop a standard Java Web Application able to upload files that would save the files to the proper directory. But it would be a traditionnal and portable Java application with no need for JNI nor JNA.
If cannot use a Tomcat and do not want to invest to much on it, you could split the program in pieces :
one client program that copies files on a directory (on server machine) with File creation rights for everybody - can decays to the copy utility if nothing more has to be done or can easily written in Java
one server program that will run on server machine under a user that has full write permissions on target directory. This one can also be easily written in Java
you can easily install the server program as a service on the server machine with sc and srvany according to this answer on ServerFault
If you use a client program, you could easily add a digital signature file with each copied file, but as I said above, it is poor security practice and add little if any security. At least the program should be executable and not readable, and the sources should be kept hidden. It is better to log the users that copied the file and ask them what happened is you find a problem.

How to wrap a Java Web Start in .exe?

I'm afraid that many users still don't know what Java Web Start, so they may get confused by the small, single .jnlp file. So is it possible to wrap it as a very normal application, i.e. Windows .exe(or OSX .app) with pretty icon?

"The shortcut element can be used to indicate an application's preferences for desktop integration." The desktop element in particular allows platform-specific integration in a way that users expect.

I wrote a script to fix-up the file association for executable .jar files. You could just modify my script and that would give your users a way to register the .jnlp extension if it wasn't yet registered on their system.
NOTE: In the case where you have a user who hasn't installed Java on their system, they wouldn't have this file association, and you could use this script to associate a "bundled jre" with .jnlp extensions without the user needing to install Java.

Basically JAVA runs on a virtual machine, but cross-compilers can be used to re-compile your java code , creating an .exe or .app file

if javafx is an option, linked article describes nice ways how to deploy the same application both as .exe and .jnlp
http://docs.oracle.com/javafx/2/deployment/self-contained-packaging.htm#A1324980

Moving Files between Servers

I was able to implement moving files from one directory to other in the same system using JAVA URL Connection.But I have to move files from a directory of one server to another(linux or windows) , and I should not use the third party Java APIs. Is there a way how to implement this? If yes , what configuration details are required in the program.please let me know how to implement it.

What about writing a very small script like below..
SOURCEDIR=/home/subodhr/e_books/
DESTDIR=user#server:home/subodhr/Destination/
rsync -avh --exclude="*.bak" $SOURCEDIR $DESTDIR
save this file using .sh extension
like moveFile.sh
then execute the script as ./moveFile.sh

Read the contents into serializable objects and pass them across different machines. Once received, just write them to the disk. You should be able to do this using core Java API.

Set write permissions on ProgramData subfolder using JNA

I have a program, written in Java, which originally used its directory in Program Files to write files accessible to all users of this program. This required our users to run as administrator all the time. In an effort to alleviate that, we decided to move files which needed to be written during regular usage to the ProgramData folder using the %ALLUSERSPROFILE% environment variable. Using a subfolder in this directory for our application works great if it is designated as writable during the installation process, which works fine using NSIS.
The problem comes with upgrading existing users. The Java File API provides setWritable but this does not appear to work after testing on development machines. It looks as though the new file API with Java 7 would solve this problem, but with no release date on the horizon I would rather not wait.
It seems the simplest solution would be to use JNA to call the appropriate Windows API call to set this directory writable. Since upgrading the software necessitates admin rights, similar to installing, it should let this change go through fine. However, I'm unsure where to start, having never used JNA before or the Windows API. Suggestions as to which Windows library to load and what functions to call would be appreciated, especially if someone has encountered a similar problem before.

Well, I'm glad you gave some background...You could use JNA, but the easier way would be to execute a call to the command-line utility cacls. It's included by default in Windows XP installations, I believe, so it should do the trick for you. Try Runtime.getRuntime().exec("C:\\Windows\\System32\\cacls.exe"+options)
Check out the documentation here -> http://technet.microsoft.com/en-us/library/bb490872.aspx

I use the follow line:
Runtime.getRuntime().exec( "C:\\Windows\\System32\\icacls.exe \"%ProgramData%\my application" /grant *S-1-5-32-545:(OI)(CI)(W,M)" );
S-1-5-32-545 is the SID for BUILTIN\Users because the name work only on English systems. https://support.microsoft.com/de-de/kb/163846
This give the BUILTIN\Users write access to all files in the given directory independent which user has create it.

Java codes for USB

I want to create a program using Java for Automatically copied USB's data when it's insert to machine. How I do it?

There is no such thing as "USBs data", the very concept doesn't exist.

There is nothing specific in Java SE for do this job.
I may think of two ways to get that working:
Write a Java program that starts on boot (maybe a service), the prog scans continously available "drives" (D:,E:,F: ... in Windows, mount on Linux), the USB flash may be marked with a specific folder/file name (eg. COPY_USB_). That can be done with the File class.
Write a Java program that get invoked on plug-in. I know that can be done on Linux with hotplug-script support.