JexePack is a command line tool (great for automated scripting) that allows you to package your Java application (class files), optionally along with its resources (like GIF/JPG/TXT/etc), into a single compressed 32-bit Windows EXE, which runs using Sun's Java Runtime Environment. Both console and windowed applications are supported.
Feature Summary:
Your application is packaged into a single EXE, with an icon you define
Native EXE allows for better system integration (icon, double-click, shortcuts, etc)
Packaged classes and resources are compressed, so the EXE footprint is the smallest possible
You can target a very specific public Java runtime version, or a private JRE
Full support for JNI (Java Native Interface) DLL's
Full support for loading/finding classes at run-time
Added EXE overhead is ultra-small
Automatic JRE installation when Java is not installed
