Yes you can. It takes away from the portability of your program, but if your target market is only Windows' users, look at these two development environments:

• Visual Cafe, from Symantec

• Supercede, from Supercede

Personally, we've used Symantec's Visual Cafe to create Windows executables (.exe files) and have been very pleased with it.

Sometimes it makes sense to create a Windows .exe file. Usually this is done when developers are trying to get a little more performance out of their code, and Windows is their primary platform. The nice thing with Visual Cafe is that you can use Pure Java to create the application, then configure Visual Cafe to generate the .exe file and DLL's. If you want to switch back to generating Pure Java bytecode instead of native Windows .exe files, it's not too difficult.

(The same comments may be true about Supercede, but we don't have any experience with their product at this time.)