The title sort of sums it up. I was thinking of using Jabaco seeing as it makes .EXEs (as well as .jar files), and I'm more familiar with VB syntax than with Java.
You could certainly do this with the Java Service Wrapper. I'm not familiar with Jabaco, but I wouldn't be at all surprised if you can simply reference the Jabaco runtime from the Java Service Wrapper. It's a pretty trivial tool to use, and the free variant should be sufficient.