Hi,
I'm an total noob with java and i have same questions : "Can i make .exe files in java ?"
What engine is better ogre3d or jme?
Thanks
I'll answer the first question as the second question should have a pretty obvious answer considering what forum you're in.
Yes, you can make .exe files with Java. There are many ways to do so. The ways to create native executables focus around two different ideas: basic wrapper or complete translation. Applications like jSmooth allow you to create a light-weight wrapper around your JAR and it will find and run Java from the machine to start your JAR (or prompt the user to install Java if it can't be found). As far as complete translations you have gcj and Excelsior Jet which I believe are the two most commonly used for this sort of thing, but I haven't touched either in a very long time so I don't know where they stand.
Personally I think using a wrapper like jSmooth is beneficial since it can ease the process of running Java on a Window system. However, realize that this means your application wrapped in jSmooth cannot be run on another operating system. That said, I typically release a product wrapped with jSmooth for Windows users and a .sh script for Linux.
Thanks for the answer
I like jme is very nice and from what i saw, easy to use so i'll make some test to see what engine is better.
I think i'll stick to jme
Thanks again
We'd love to see your test results. 
launch4j good wrapper we use alot…
Yeah, I've looked at that recently. It seems to have a lot of nice features. JSmooth has a lot of features that launch4j is missing and vice-versa.
I didn't know I had that many options. :-o
In Java you always have a lot of options. Sometimes too much options, but often just the right amount.