launch4j

Launch4j is a cross-platform tool for wrapping Java applications distributed as jars in lightweight Windows native executables. The executable can be configured to search for a certain JRE version or use a bundled one, and it's possible to set runtime options, like the initial/max heap size. The wrapper also provides better user experience through an application icon, a native pre-JRE splash screen, and a Java download page in case the appropriate JRE cannot be found.