Creating Executable Files

I've read all the previous posts about creating exe files from classes. From what I understand (just for windows) you can create a small executable file, but this will require the machine to have the java virtual machine installed; or you can have a 10MB executable with all the dll's attached to it.

Am I to understand there is no "middle grounds"? Its one or the other? Is there any software out there that just allows you to attach only the resources you need? Or is this impossible since you need a java virtual machine?

I personally am looking for free software, but certain prices are acceptable if I'm going to start be an application designer. Sofar I've read about:

JET

Microsoft JDK 4.0

zarog.com

and a couple others....

[784 byte] By [DevRex] at [2007-9-26 1:23:57]