You have several options to create a PC compatible executable from Java
1) If you use Visual Cafe as your development environment then you simply need to install the .EXE component from the installation CD
2) check out http://www.excelsior-usa.com/jet.html for a commercial application that allows you to create an optimized executable that is somewhat faster than using Visual Cafe.
3) If you simply need to distribute your Java application, check out http://www.installanywhere.com which offers a limited free version that creates an executable install application.
There are many other options out there, including an open source development and commericial applications that run in the thousands of dollars. However, many of these are either highly unstable or too expensive to be effective in limited use. One of the three options outlined above should work well for your purposes.
This was first published in April 2002