Sentenza is a Windows software which allows you to create WebApps for iPhone using HTML code. The software is compatible with Windows XP, Vista and 7 and also supports CSS, images and quicktime media.
Sentenza will be able to compile your own webapp, and you will get an .ipa file which can be installed directly through iTunes. Once your webapp is installed, you will see its icon on the SpringBoard.
Sentenza costs $20 , but you will be able to get a free demo and more info on the software on the official page.