.jar to .exe

This may be a stupid question, but can anyone help me create an .exe from an executable .jar file? I use the program all the time to convert comics to read on the Sony Reader. It's portable by default, and it doesn't save settings. I'd like it to show up in the PAM though, and use the portable Java on my external drive. Any help on this would be greatly appreciated.

I'd come into the channel, but I was told no more IRC from work. :/

(Also, I did a forum search and only came up with an old thread that really wasn't of much help. If this post seems unnecessary please delete it.)