User prompt won't go away

I recently created a Java program, and in an effort to give the desktop application its own icon, create a .bat file that ran the .jar and then converted the .bat to an .exe using a free converter.

The problem I am having is that whenever I run the exe, windows prompts the user asking if you want to run a program from an unknown publisher.

How can I make that go a开发者_如何学Goway? How do I sign my program?

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..give the desktop application its own icon..

Deploy it using Java Web Start. JWS works on any platform for which the J2SE is available (as opposed to just Windows), and offers desktop shortcuts and menu items with icons (amongst many other neat features).

If you need to digitally sign your app. for webstart, see the File Service demo., which comes complete with source & build file.

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While this might not be an answer to the stated question, it achieves the combined goal of creating a desktop icon for an app., while not showing a CLI.