You could give the JarSplice
tool a try, it'll create an executable Jar for you. Its a simple GUI to use aimed at new java developers.
From Eclipse export as a normal jar just your project (classes and any resources such as images, sounds, etc). No need to include any libraries or anything at this point, then in the JarSplice GUI, add your jar and all the library jars that you are using on the jars tab. On the natives tab add all the natives (*.dll, etc) you are using, add the main class on the main class tab and it'll create a single executable jar for you.