This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
Considering the reason Anil wants to do this, I think he might be better off forgetting about exe's and instead googling "java obfuscator". Ultimately this only makes it more difficult to reverse engineer, not impossible - but fundamentally, that's true of any software that you release to the customer's own machine.