If you're looking for a way to run Java programs as Windows services, or launch them from an exe, I would highly recommend Dobysoft's NativeJ
The software works well, but more importantly, they have bent over backwards to accomodate our needs. Granted we paid for it, but $150 doesn't cover a lot of support, let alone programming.
Previously we used JSL to run as a service and Launch4J for a launcher. Both are free and worked ok, but we ran into problems with Launch4J not returning the exit code. (a known issue) It's open source so I guess we could have dug into it and tried to fix it, but I was looking for something that would handle both services and launcher together and NativeJ looks like a good solution.