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If you insist then Google for "exe builder" for Java. You have already been told thought, that that is not the way to go. You lose Java's cross-platform ability (which is one of it's largest draws), and any native program created from it will suffer in comparison to a native program created in a language designed to do so. So, you wind up with the worst of both worlds.
Like I said, package it into a jarfile, using the tutorial I gave you. If you set up the manifest file right (which is described in the tutorial), and your system settings are correct, you can still execute it with a "double-click", which, I think, is your "real" concern.
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