JexePack allows you to deploy your Java application, along with its resources (like GIF, JPG, JNI DLLs, etc), into a single compressed 32-bit Windows EXE that targets Sun's Java Runtime Environment. Supports an EXE an a Windows NT service.
JNC is a Java to native compiler. It allows AOT (ahead of time) compilation of your Java applications. With JNC, you can create real standalone native binaries (.exe on Windows) which will no longer depend on a JRE.
Just BASIC is a free personal Windows programming tool and tutorial. Great for teaching or learning programming. Create utilities, games, business apps with syntax coloring editor, debugger, GUI editor. Produces standalone applications.
