Making an .exe file is the least best choice you could make.
You can .jar your app and then have the user (or icon) click the .jar file and it will invoke java.
Since this is apparently a Windows app (this exe you were talking about would be platform specific) you can just create a .bat file. that gives you the opportunity to change directories, modify the path if needed, invoke the java application naming your preferred classpath on the way and referencing any input parameters that you might want.
There are lots of examples of this scatterred through the Beginner and Intermediate forums.
You of course will want to find the example in the
Intermediate Forum if possible
.
