Exactly... I was talking about cat'ing the JAR file to a shell script. It's a pretty simple ant or maven task. (Or just 'cat script.sh myjar.jar > executable')
I don't know if this works on Windows or not... Never tried - it's been a long time since I've used Windows. And even then, if I needed to do command line work, I would install Cygwin. I don't know why it wouldn't work with batch files though. Do they get a reference to their own name as an argument?