Launch4j is a cross-platform tool for wrapping Java applications distributed as jars in lightweight Windows native executables. The executable can be configured to search for a certain JRE version or use a bundled one, and it's possible to set runtime options, like the initial/max heap size. The wrapper also provides better user experience through an application icon, a native pre-JRE splash screen, a custom process name, and a Java download page in case the appropriate JRE cannot be found.
The upcoming Launch4j 3.0.0 release will be licensed under the much more liberal new BSD license. The head subproject (the binary header attached to wrapped jars) will be licensed under the similar MIT license.
If you'd like to use the code with the new licenses before 3.0.0 release you can get it from the CVS.