How to create .exe files from Java class files?

I'm new to Java and I just wonder if it is possible to make executable files out of Java class files. I've checked the Java online help and several search engines, but I still couldn't find anything about that. Is it possible to do so? If not, why not?
Thanx a lot for any help.

I don't remember if there is a program that converts the class file,
but I do know that there are a few that either convert the class file,
or the .java file. You might try searching for ".java to .exe" in the
search engine and seeing what that pulls up.

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