Exe Java Wrapper
You can create a exe file that finds the Java Virtual Machine. It solves a few problems for people. I've used both JSmooth and Launch4j but they both take some time "findling" with them and in the last 30 minutes I couldn't get either of them working correctly. The class that you need to run is Gui_NewGame which is in the forge package, forge.Gui_NewGame
Both on Sourceforge.net:
JSmooth Website
Launch4j Website
Both on Sourceforge.net:
JSmooth Website
Launch4j Website