I found this article to be very informative http://www.excelsior-usa.com/articles/java-to-exe.html.
Someone already mentioned Launch4j, however, I found Jsmooth to be alittle better. They are both very similar, but I would mess with both to see which you prefer.
EDIT: Sorry, I somehow skimmed over your mention of Jsmooth in your question. If Jsmooth isn't working for you, then I would go for Launch4j. I still recommend that article.
