Thank a lot, A1880!
I added a JAVA_HOME entry pointing to my \bin folder in the latest Java installation (c:\Program Files\Java\jre6\bin) and that allowed launching .jar files. I tried the "java -jar myProject.exe.jar" trick and it worked, but just clicking myProject.exe.jar (after renaming to .jar) also worked. BTW, in case I select the compile-to-jar option, I always get an .exe file instead,
I also tried to add c:\Program Files\Java\jre6\bin to my path, but that didn't help to run the MyProject.exe. So, I monitored all the file activity using Process Monitor (
www.sysinternals.com, but I downloaded mine from Microsoft) and in fact when I execute MyProject.exe there is a burst in file activity and everything runs smoothly, except a couple of file creation operations involving the c:\windows\system32\shell32.dll, that reported file creation problems.
I think tomorrow I'll try to compile using another PC. Maybe this help understanding what is wrong...
Thank aagain, and all the best,
Michele