This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
Java offers no platform-specific APIs, period; so no, there's no built-in way to do this. There are, however, two options you can pursue: first, if there's a Windows executable that generates a GUID and prints it, you could run this program using Java's java.lang.Runtime.exec() method, and capture the output.
Another option is to use the JNI, the Java Native Interface, which lets you implement the body of a Java method using native (i.e., C/C++) code.