Kevin, if you are using JBuilder, then JBuilder has a exe creation wizard so that you can create the native executables(windows exe, solaris, linux and mac) from a given jar file on-the-fly... It is very easy to use JBuilder to do that...
Hope this helps...

Co-author of SCMAD Exam Guide, Author of JMADPlus
SCJP1.2, CCNA, SCWCD1.4, SCBCD1.3, SCMAD1.0, SCJA1.0, SCJP6.0