I want to make a executable file of my project which I made in Java fx 2.0. Can anyone help me on this?
Javafx 2+ can now easily be packaged as a native exe (with an added payload, which the current JRE), the up to date (as in the end of 2012) article is here: http://docs.oracle.com/javafx/2/deployment/self-contained-packaging.htm
Out of curiosity I created an executable on Windows (copy-pasting the netbeans build code into netbeans' build.xml) from the canvas and the hello world examples: the app is around 20k, the executable/launcher is around 80k and the added runtime is 138mb.
By the way if you have an older netbeans install (installed with a pre 1.7jdk) you may have to update it or edit its netbeans.conf fixing the "netbeans_jdkhome" path, otherwise the bundled executable's packaging may fail.
There are several tools to generate a customized exe launcher for your Java application.
I have good experience with Winrun4J: http://winrun4j.sourceforge.net/
but you will always need an installed Java/JavaFX Runtime even if you have an .exe that contains all your code.
The JavaFX team implemented support for this in the tools bundled with the JavaFX 2.2 SDK (included in Java7 from update 6). The JavaFX packaging toolset for packaging executables is documented in self-contained application section of the JavaFX deployment guide.
See RT-19446 "Add ability to co-bundle Java + JavaFX + App into a single native executable" for more information (anybody can sign up to view the jira).
3rd party tools such as the JavaFX maven plugin or the JavaFX gradle plugin, streamline integration of building native JavaFX executables using common build systems.
The JavaFX packaging tools can also be used to natively package any Java application, not just JavaFX applications. For example, a Swing application, as demonstrated by this shell script for packaging a Swing application using JavaFX on OS X.
If you want to do the packaging for the 2.0 or 2.1 versions of JavaFX (not JavaFX 2.2+), then you should review Packaging JavaFX Applications as Native Installers.