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1. Application can not be shutdown - Windows exe question (answer)
2. Application is invisible - Windows exe question (answer)
3. Image files can not be read properly - Window exe question (answer)
    

1. Application can not be shutdown - Windows exe question
   Your applications must call java method System.exit(...) at at application's exit point.
   If you do add the method at exit point, please make sure that no unexpected java exceptions are thrown before the exit point, otherwise the method is not called.
   This is your programming error, you must fix it yourself. 
   Please visit exit java applications properly for more.
    
2. Application is invisible - Windows exe question
   JDK (or JRE) 1.3 contains many bugs, one of the bugs causes this problem. 
   If you use 1.3, you will encounter this problem.
   From version 3.11 of the software, we add a solution for the bug by:

   Selecting option Use javaw when you create Windows exe files.
    

3. Image files can not be read properly - Window exe question
   This is a pure java programming question.
   (assume your class is in package package0.package1)
   Your class and image file look like

   any_directory
   ..........|---YourImage.gif
   ..........|---package0
   ....................|---package1
   ..............................|---YourClass.class

   java code should be:

   URL url = getClass().getResource("/YourImage.gif"); //forward slash!
   ImageIcon pic = new ImageIcon(url);
   JButton btn=new JButton("Test",pic);