But if you were able to "contain" all the source code from your DLL into your main "java.exe" launcher, and then slap the all the .jars at the end of the "java.exe" and then renamed it to "mycoolapp.exe" then it might be just that... off course if licensing agrees with you, and you have the source code, and want to deal recompiling these like that... also compiling it along with the java launcher.
This way there is no need for extra install, uninstall. Possibly too much over-engineering for full blown product, but if it's something that needs to be run, and updated on tons of machine - not having to deal with extra artifacts might be a win.