If you want your own process name instead of java.exe in the task manager and a user friendly task-bar grouping, exe4j does the job for you.
exe4j helps you with starting your Java applications in a safe way, displaying native splash screens, detecting or distributing suitable JREs and JDKs, startup error handling and much more.
To learn more, see the feature list.
exe4j Screenshots
Clicking on the thumbnails shows the screenshots in their original resolution. For a full overview of install4j's capabilities please download the evaluation version.