Bat To Exe Converter is a portable free tool which converts batch or CMD scripts to exe files.
This brings several advantages. You can be sure others won't be able to view or edit your scripts. They'll run without any annoying console window. You're also able to customise a script with its own icon and file information (version, company, product name, description, copyright).
Bat To Exe Converter adds other useful options of its own. You can set the program's working directory to the system temporary directory, and delete and temporary files on exit. There's an option to add an administrator manifest to the file, compress it, encrypt it to restrict access, even bundle other files inside your executable.
All this is presented in a single, simple dialog. Choose your source file, click a few tabs, choose your settings and click "Compile" when you're done. There's no option to immediately run your executable, or open the destination folder to access it, unfortunately, but it only takes a moment to do that yourself. And if you do this regularly, a command line interface means you can automate the entire process very easily.