Either make it an .jar file or an .exe file. To make and exe file I would recommend java launcher 3.2: http://www.download.com/Java-Launcher/3000-2417_4-10497554.html?tag=lst-0-1
or any of these: http://www.download.com/3120-20_4-0.html?tg=dl-20&qt=java%20exe&tag=srchs
But for jar its a bit more fuzzy. so search for it..