Java Swing to Native Code

I made a java applet which uses swing using MS visual studio.  I wish to convert this to a .exe file.  I go to the project properties and tell it how to package it and which files to include.  It shows that it is including some of the swing files, but not all the necessary ones.  I've tried, correctly I think, to use the add additional files option to add all the swing files, but that doesn't work.  
When I deploy the applet and then try to run it says that not all class files could be loaded.
If I unzip the swing.jar file and put the resuling javax file in the same directory the program will run.  

How can I make this swing applet run in native code so I can just send somebody a simple .exe file.