Google for a third party program for doing this, but it is not recommended. Why take a language meant for creating cross-platform software, and take that exact advantage away by turing the product into a native executable which can then only be run on one platform?
Java Programmer and Sun Systems Administrator
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Debugging is twice as hard as writing the code in the first place. Therefore, if you write the code as cleverly as possible, you are, by definition, not smart enough to debug it.
--Brian Kernighan