go and download MIDP2exe , it will convert your .jar to .exe here's the link http://kwyshell.myweb.hinet.net/pager.html?Project/Midp2Exe/ don't forget to download the DLL as well
you need to run it in command prompt , it's not a GUI software. type in midp2exe -jar xxx.jar (xxx.jar it's your target .jar file) xxx.exe will be generated