Hi,
a few things.
First making an exe will not "Protect" your code, as decompilers exist to decompile any program. You could compile your source code with the -o switch will obfuscate your code ( meaning, it will rename methods and classes so that only a machine could understand it. )
second a jar file is just an equivalent to a "zip" or "tar" file. So anyone with winzip or a unzip utility of the sorts could open the Jar and take a look at the source.
Third the main advantage to making an exe is to be able to lauch if with a double click action ( or similar lauching tactic ). but by making an exe you have just removed the portability of your code to multiple platforms.
By making an exe you are taking the class files and turning them into machine specific byte code.
fourth, if you really want to make an exe, you can do a search on
download.com for Java EXE, and you will find a list of programs to do so.
Tim
