How to make a java-program to a exe file runing on windows?

i kown that there were many topics on this problem.
i want to kown how many kinds method to do this i can use now!
i met a java-program can run on windows,but i don't find ant *.class
files and *.jar files.it's extended file type is ".ese".
thanks very much

There are commercial products that allow you to do this (e.g. InstallAnywhere from http://www.zerog.com).
One issue is that you have to decide whether you want to bundle a JRE with your program or not. If you do (and you should, in these days of XP shipping without any VM of its own), your program will be a minimum of about 9MB + whatever you actually add as part of your program :-).
In any case, this is not a trivial undertaking.

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