Janel: Java Native Executable / Launcher
Janel is a Java native executable and launcher for Windows. Launch your Java application just like other Windows executables. Choose console or non-console application, the location of the JVM, and other properties. The process name is same as .exe name.
http://sourceforge.net/projects/janel/
Maybe we can let java applications running on Portable devices without JRE installed on the host PC.