You can use netbeans to make jar files, quickly and simply. As jiliagre said you'll need a manifest file and you'll have to write it yourself. Fortunately it need only be 2 or 3 lines minimum, most importantly you need to specify the main class of your program.
You can additionally add security by sealing packages in a jar so all packages defined will have to be part of the jar.
Its one of the things i really hate about java (although its more the fault of m'soft). You make a jar and a windows user has to install runtime, then they have to set their enviroment variables, then they have to register the jar extension. Only then can they double click a jar to execute it. I guess by this time the average windows user is lost . . .
Good java installers do exist but they aren't free. Maybe when java is (more) popular it'll be easier to deploy. I hope.
And a windows batch script, save *.bat
//compile probably not required
Course unless you can make a check to see what java the user has installed theres no point in setting their path, if you can check their system and append the information into a batch file it could get them out of having to set their enviroment variables - but i dunno if this is possible with a batch file.