I'm using an Open Source program called JSmooth to convert my JAR files into EXE files for various reasons (one of them being for easier distribution). My Java projects are generally GUI based so they don't require a console.
When I use the Autodownload Wrapper in the skeleton tab I can compile and run the EXE (without any errors). But if I move that compiled EXE to another directory it doesn't work (Windows reports an error saying: filename.exe has stopped working).
If I change the Wrapper to the Console Wrapper, compile, and move the EXE file I get a Java error message saying no such class found: MainClass (or something like that)... but this is an unusual result since it runs fine if I compile and keep the EXE in the directory that it is.