I just want to develop applications for Windows OS only and I don't
want my Java programs to run under JVM.

I want to make a standalone EXE for my Java programs.

Does anybody know any free tool to accomplish this.

I have used JET but it's free version doesn't allow deployment
facility.

If not pure EXE then a wrapper EXE will also do. That is my program
will run under JVM only but they will be accessed like any other
Windows app by double clicking EXE.

I have used exej , though it's free it requires only Javasoft JRE.
It doesn't work with other JRE.

If somebody knows about it then please let me know.