How to create an executable for Windows or Unix

Hi,
I would like to know how to do to create an executable, an application which is able to work under windows for exemple without installing a JVM ?
(When you download a program which was writing in java on internet it is an executable. You don't need a JVM on your system to run it. I would like to do the same thing...)
thanks

Hi C,
I think they use JToExe.exe to compile the java project but I think they need a JVM to run the application. I just wanted to know if it is possible to run an application without JVM after any compilation. When we find an executable, most of the time is it a Visual project ? (in c or other langage ?) I will work later for a company which develop a new application in Java. To put it on the market they need to do an executable.
Thanks for your time

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