vikas,
Converting a class file to a exe would make the class file loose what it is meant to be , Operating system independent.
However it still can be done using some tools. check out some search engines for "class exe" or similar search for some tools. However you may have to pay to use these products. To the best of my knowledge these tools are not free.
I found such tools in downloads.com
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Regds.
Mahindrakar