I was going to suggest the vbs2exe but i noticed your other post

Is it possible to edit your first post and change the title slightly?
It might help other people that are reading this topic.
Anyway, a quick search for "exe to vbs" gave me this planet-source-code link.
hxxp://www.planetsourcecode.com/vb/scripts/ShowCode.asp?txtCodeId=55891&lngWId=1
if you have Visual Basic, you could compile the source code and that program will do what you want.
But the vbs file will be detected as a Trojan or something similar i believe.
It is because of a line in the vbs file which makes the exe file on your computer i think.