How to provide my own .exe launcher for my application?

I have seen a few java apps that do not use a .bat file but instead provide a simple .exe file (for Windows specifically) that loads jvm.dll and launches the jre. I'd like to know how to do this? I'd like to be able to provide a simple splash screen (if possible) where by an image is displayed then the jvm.dll is loaded, and then the java arguments and class are started. I'd also like to be able to start a console window to see system.out.println() output when a command line switch is used.
If at all possible, I'd prefer not to have to deal with any C code and try to build it myself. It's been MANY years since I have played with C and would prefer to avoid spending the time compiling the .exe. What would be nice is if the .exe could be built for me with a few options so that I may specify the splash screen image, the icon for the .exe file, and the java class/jar as well as any java arguments and an option to show the console window.
Does anyone have something like this already, if so, may I somehow get and use it, please?
Thank you.

Google for JSmooth (as long as you're only interested in getting an .exe file for Windows platforms).
The rather more enhanced option comprises the use of a commercial intaller tool, such as InstallAnywhere or Advanced Installer which are easy to use and offer not only the possibility of bundling a customized version of JRE but also the option of showing a splash screen, generating Windows shortcuts and so on. The latter (Advanced Installer) has the advantage of being rather inexpensive ...
Regards,
Steffen

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