In order to make the command double-clickable, you have two options.

The first is a bat file with exactly that string "java -jar application.jar" in it, which is double-clickable just like exe.

The second is to make an exe by compiling the following C program.

int main(){
    system("java -jar application.jar");
}

You can convert .jar file to .exe on these ways:

(source: viralpatel.net)

1- JSmooth .exe wrapper:
JSmooth is a Java Executable Wrapper. It creates native Windows launchers (standard .exe) for your java applications. It makes java deployment much smoother and user-friendly, as it is able to find any installed Java VM by itself. When no VM is available, the wrapper can automatically download and install a suitable JVM, or simply display a message or redirect the user to a web site.

JSmooth provides a variety of wrappers for your java application, each of them having their own behaviour: Choose your flavour!

Download: http://jsmooth.sourceforge.net/

2- JarToExe 1.8
Jar2Exe is a tool to convert jar files into exe files. Following are the main features as describe in their website:

• Can generate “Console”, “Windows GUI”, “Windows Service” three types of exe files.
• Generated exe files can add program icons and version information.
• Generated exe files can encrypt and protect java programs, no temporary files will be generated when program runs.
• Generated exe files provide system tray icon support.
• Generated exe files provide record system event log support.
• Generated windows service exe files are able to install/uninstall itself, and support service pause/continue.
• New release of x64 version, can create 64 bits executives. (May 18, 2008)
• Both wizard mode and command line mode supported. (May 18, 2008)

Download: http://www.brothersoft.com/jartoexe-75019.html

3- Executor
Package your Java application as a jar, and Executor will turn the jar into a Windows exe file, indistinguishable from a native application. Simply double-clicking the exe file will invoke the Java Runtime Environment and launch your application.

Download: http://mpowers.net/executor/

EDIT: The above link is broken, but here is the page (with working download) from the Internet Archive. http://web.archive.org/web/20090316092154/http://mpowers.net/executor/

4- Advanced Installer
Advanced Installer lets you create Windows MSI installs in minutes. This also has Windows Vista support and also helps to create MSI packages in other languages.
Download: http://www.advancedinstaller.com/ Let me know other tools that you have used to convert JAR to EXE.

http://wrapper.tanukisoftware.org/doc/english/prop-java-additional-n.html

You can set "additional parameters" that will go to the JVM (as opposed to your main class), and -DADMIN_USERNAME=gandalf should work there.

wrapper.java.additional.1=-Xrs
wrapper.java.additional.2=-Dprop=TRUE
wrapper.java.additional.3=-DADMIN_USERNAME=gandalf

Update: You must start with additional.1 and count up without gaps (This is a convention for shoe-horning lists into Java properties syntax).

unhillbilly has a good point. But actually it's not the real reason for the error you are seeing. Basically the manifest file in your jar file appears incorrect.

When you created the jar file, you were probably exporting your project from eclipse as runnable jar and selected as library handling to package the required jar files into the generated jar...

So by doing this Eclipse is using the class JarRsrcLoader.

This class is in fact the main class of your executable jar and not as you might thought your main class.

JarRsrcLoader requires 2 parameters being set in the manifest file: Rsrc-Main-Class and Rsrc-Class-Path.

Rsrc-Main-Class is the class name of your actual main class.

Rsrc-Class-Path is the class path (with all included jar files in the jar file) to launch your application.

Your manifest file appears to miss those 2 properties.

So you can resolve this by changing the way how you are exporting the jar file, for instance use "extract required libraries in jar". Another option would be to add the 2 missing properties into your META-INF/manifest.mf file.