This week's book giveaway is in the OCAJP forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide 1Z0-808 and have Jeanne Boyarsky & Scott Selikoff on-line! See this thread for details.
Well, for GUI apps that I use on a regular basis (not in a true development environment, so this is just my own experience), I simply create a batch file that runs the java command and opens the app. Not sure if that is what you are looking for. There are several posts spread throughout the Ranch on converting an app to .exe, might do a search for those if that is what you are looking for. Hope that helps Jason