Convert Jar to Exe

Hi,
I would like to convert my Java application to a single .exe file. I have read through many posts highlighting the advantages and disadvantages.
The reason for this is that I would like to offer my application as a commercial software and clearly I do not wish to provide users with all classes and jars...in other words, how does one go about protecting the software against pirate use?
what would be the best tool to create this 'real' .exe file that contains all it needs to run on any (windows) maching without the need of having a Java runtime installed?
My idea is to first use some obfuscator and then convert the whole thing into an .exe.
thanks

I don't know... IBM doesn't seem to worry much about this, they sell me RAD and don't bother with any of that protection business. What bad thing could happen if somebody saw your code? Remember that people don't need to decompile your classes to pirate them, they can just make copies of the classes.

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