I thought you were supposed to do that by creating a .jar file with the location of the main method quoted in the manifest file. In the bit about "deployment" in the Java Tutorial, look for the bit about setting an entry point.
Not that I have ever got it to work. I tend to take the easy way out (Eclipse).
if you just want a shortcut to run the Application.class file from the desktop:
R/Click Desktop Select New -> Shortcut Command Line = C:\WINDOWS\javaw.exe -classpath "C:\" Application Select name Application (?) finish
shortcut now on desktop single (or double) click the shortcut
if it doesn't work (sometimes working off C:\ is funny) r/click the shortcut properties change C:\WINDOWS\javaw.exe -classpath "C:\" Application to C:\WINDOWS\javaw.exe -classpath "C:\ " Application
extra 'space' after C:\
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