Creating java executables - .exe

Is this possible? is there an easy way of doing this, I'm only a beginner at java and hope there is a simple way to create independent executable files.
Thanks all :)

There is a program to make java files executable you can find it at
www.excelsior-usa.com/jet.html. However the full program licence is very expensive. The trail version does make executables but you can only use them on the machine that you create the .exe's on :(
Try looking into executable jars and bundling the JVM with it, or batch files can be another solution but again you will need to bundle the JVM

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