Is there a way to make a java application run as a Windows service?

Hi all,

I have just downloaded this free java
based proxy and installed it on my
notebook computer. Initial impressions
are it works excellent and suits my
purpose fine as a personal proxy
(RabbIT web proxy).

Ugly part is having the command window
open all the time. This got me wondering
if there is any software out there that
can run java applications in the background
or as a Windows service?

Thanks in advance,
Steve