How to create exe file

In one of my project, I need to create an exe file that can call swing application. I know this can be done is C++. ANy idea or suggestion to achieve this using java.
regards,
Ranjan

It is a normal text file u can use notepad to create it and save with mft extention
Sample.mft
Main-Class: Sample
Sample.java
import javax.swing.*;
public class Sample extends JFrame
      public Sample(){
             super("Sample");
      public static void main(String args[]){
             Sample s = new Sample();
             s.setSize(400,400);
             s.setVisible(true);
Command
jar -cmf Sample.mft *.class

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