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Hey, sorry I missed this....you know you can make JAR files for Java games, right?  They're pretty similar to executables, just click on them to run.  Does that sound useful for what you're trying to do?  Let me know, I can link a tutorial.

Yeah I know how to make ,jar files, I was just wondering if I am able to use a .exe because it would work much easier with the game I am making.