What Excelsior JET is not?
Excelsior JET is not just a packager of Java applications into Windows EXE/Linux binaries. It really compiles your Java class files into native x86 (IA-32) instructions. The resulting executables need the Excelsior JET Runtime to run, but not the Sun JRE. If all you need is simple deployment of your Java application, check out the article Convert Java to EXE: Why, When, When Not and How.