How can I convert a JAR file to an EXE file?
See this link: Java to Exe. It also explains what valid reasons are to do this, and when you should not.
You can't really encrypt binaries as the machine has to understand them. That said, an optimized executable is very difficult to decompile, while plain class files are ease.
If you have an exe there are installers enough.
JSmooth is a application which will wrap your Jar in an exe
it also allows you to check if the correct version of JRE is available on the system you're deploying to
http://jsmooth.sourceforge.net/