<p>You launch a java program from a console (maybe using a .bat script).
I don't want the console to remain visible, I want to hide it.</p>

<p>Is there a simple way to do this ? Without JNI ?</p>

Use javaw.
http://java.sun.com/javase/6/docs/tooldocs/windows/java.html
The javaw command is identical to java, except that with javaw there is no associated console window. Use javaw when you don't want a command prompt window to appear. The javaw launcher will, however, display a dialog box with error information if a launch fails for some reason.