What? You're using Windows? Oh, sorry to hear that.
Most people use Ant these days for building Java applications. It's fairly easy to use and it solves this particular problem easily. Once you set up an Ant build file for your project, it will save you a lot of typing.
Yes ANT is the best build tool available for JAVA. I use it all the time! I'm on Windows XP Pro and the cmd shell is, well, not allways useful (to say the least). But if you want to do things like javac `find . -name '*.java'`, you can also install Cygwin and have fun!