How to create a single .exe file?

Launch4J : i already tried and don’t know how to do, even with tutorials

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JWrapper : we need a license to use it…

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JSmooth : i tried to download it but it doesn’t works
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JarToExe : how am i suposed to select the main class ?

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Advanced Installer : doesn’t works well and it’s a trial version only

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I also tried to create an executable jar file with eclipse but i have a problem…
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I tried during more than 1 hour…

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