Maybe you want to keep it a secret, but why are you trying to compile Java to native code?
If it is because you want to run your Java app "without the JVM" or because you want an exe that will just launch rather than a somewhat flaky executable jar in a desktop environment then have you looked at Launch4J? It can certainly wrap up a jar in an exe to make it seem like a native executable, you can also (optionally) bundle a whole JRE with it assuming you know the target platform. Of course your distributable is gonna be very large in size though.
If it is to protect your code from decompilation then have you looked at an obfuscater? There is a large list of them on the site "mindprod" (
http://mindprod.com/jgloss/obfuscator.html), they also have a section on native compilers. Obviously not something that will stop the most determined of people who want to see the source though. I think the common solution to this problem is generally "if someone rips you off and you can prove it then just sue them", but obviously that is a big effort.
Perhaps you can compile a small library that does the hard work (if its some kind of number crunching app with a specific algorithm) into native and use JNI to access it, but people could still reverse engineer the assembler and they'll prolly be able to make calls by decompiling the Java.
As far as protecting your code goes, I'm not entire sure that Java was cut out for the
commercial desktop application arena, it seems it is meant for more secured environments in business etc. I'd absolutely love to be proved wrong on this and see ways of securing code as I've looked for something like this in the past. I think in the end it boils down to "stop being paranoid because if someone is determined enough it will happen".
Edit: BTW, the whole decompilation of desktop apps sold directly to an end user isn't a dig specifically at Java, its just the price paid for the flexibility of languages that compile to byte code.
Edit 2: If you are using any kind of bytecode manipulation already (such as JPA/Hibernate/Toplink for database integration) an obfuscator will prolly throw a spanner in the works.