extract all dependent jars to a folder and then build one super jar that you tell launch4j to create an exe with.
example:
c:\jdk1.6.32\bin\jar cfm myjar.jar MANIFEST.MF mypackageroot anotherpackageroot icon.gif
mypackageroot & anotherpackageroot are folders
icon.gif is a single file.
2009-06-09 09:28:29 UTC in Launch4j Executable Wrapper