What is Just-in-Time Compilation?

I've been reading the Core Java 2 Volume 1 book and it mentioned the ability to compile code natively to the operating system. I am very interested in this to build a fast application to run in for say windowXP etc.. etc. Can anybody lead me in the right direction for JIT and what its about and does or better yet how to use it.

[344 byte] By [sloanb] at [2007-9-27 3:52:12]
# 1
JIT is about the VM compiling the class file to native code just before executing it. Most recent JVMs do this, at least for bits of code which are executed a lot.
pjt33 at 2007-7-5 2:34:10 > top of Java-index,Developer Tools,Java Compiler...
# 2

Yes. JIT is a way that the JVM will execute the applet/application much faster. Well how fast is it? Your "native" applications like Microsoft Word are written in C/C++. JIT is about the same speed. - note: I am saying that based on Sun's own documentation on the subject.

JIT will do many things to the JVM, it's caching, the Runtime enviornment, etc. All these make the code vary fast.

There is one thing to note as well, that is that JIT is not always the same (MS makes a JIT too) and Web Browsers use a different JIT technology and Browsers can either compile (use JIT) or interpret the code. Each of those varients can cause slowdown.

watertownjordan at 2007-7-5 2:34:11 > top of Java-index,Developer Tools,Java Compiler...
# 3
So how do I go about getting JIT and then after that compiling with JIT to make my apps native and faster for dependent OS's?
sloanb at 2007-7-5 2:34:11 > top of Java-index,Developer Tools,Java Compiler...
# 4
You misunderstand: JIT is something a JVM does: you compile to class files.
pjt33 at 2007-7-5 2:34:11 > top of Java-index,Developer Tools,Java Compiler...