The best I've ever got (and that ain't saying much) is writing a simple batch file/shell script which then calls the "java Bla" from the command line prompt. Crude and crap, but it works. I've never been able to make an "executable" in the sense of a C++ executable.
As I understand it, this is in effect because java classes are not executable machine code - they are byte code created by the "javac" program. When you type "java Whatever" on the command line, or compile/run project in an IDE, the "java" program then interprets the byte code (class) into machine code on the fly - in effect creating the executable as it goes ... (This is why they say java is so portable)
I have however heard tell of the mystery of the 'self-extracting jar file'. When you create a packaged jar file using "jar -cvf myJarFile.jar C:\java\myproject", there is a way/ a tool/ some magic method of making this executable, but then this may just be myths and legend !
By the way someguy321, I've replied to enough of your threads today - give me a vote !!!!!!