.exe from Java

I've been told by a friend that one can make .exe files out of java. I assume this is true because I've seen people distibuting programs that have been written in Java, but all I seem to be able to do is make class files. Anyone know what I can do?
[265 byte] By [ponli] at [2007-9-26 19:16:48]
# 1
See: http://forum.java.sun.com/thread.jsp?forum=7&thread=210705
already_java at 2007-7-3 11:23:51 > top of Java-index,Developer Tools,Java Compiler...