This week's book giveaway is in the Java in General forum. We're giving away four copies of Think Java: How to Think Like a Computer Scientist and have Allen B. Downey & Chris Mayfield on-line! See this thread for details.
There are several commercial programs that will do this. Just search google and you will find them all. With that being said, you might want to consider the ramifications of doing this. You will lose your applications platform independency The size of your app will probably increase (could change how it is delivered) As well as some others. If you are concerned with performance, I have seen tests where java bytecode executes quicker than native code. Also, if you are using a current JVM, your java bytecode actually gets converted to binary code before it executes anyway already via the JIT (Just In Time) compiler.