If you want to use a executable program to start your java program, you can use this starter. It looks like this starter is faster than the one provided by Sun (java.exe and javaw.exe), but it doesn't have so much features as the original ones.
Step-by-step tutorial to create your own starter project with Visual Studio .NET:
Testing class to start: MyTest.java
Code for starting this class: JavaStart.cpp (note: the path to jvm.dll is hardcoded and should be read from registry)
Full project, with .NET project files: JavaStarter.zip
For starting the test, copy the JavaStarter.exe into the same directory where the MyTest.class-file is and just double click on the JavaStarter.exe.
10. July 2002, Frank Buß