Are you using Maven? Then you should try the AppAssembler Plugin:
The Application Assembler Plugin is a Maven plugin for generating scripts for starting java applications. ... All artifacts (dependencies + the artifact from the project) are added to the classpath in the generated bin scripts.
Supported platforms:
Unix-variants
Windows NT (Windows 9x is NOT supported)
Java Service Wrapper (JSW)
See: http://mojo.codehaus.org/appassembler/appassembler-maven-plugin/index.html