How to run .class file in windows environment.

Hi friends,
I have created a application.I want to run that in the windows environment without opening the MSDOS prompt.I want a Icon and on clicking that i want the application to run.Some told me to create a batch file and run it.I tried it but i didn't get the required result.Can someone please help me?Give the correct steps and details of what should be in the batch file.
waiting for reply

Assuming you have java in the directory c:\jdk1.2.2 and a class file named myprogram.class, use the following in the batch file:

c:\jdk1.2.2\bin\java myprogram.class


This batch file has to be in the same directory as the class file.

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T. Sean Ryan
http://rastos0.kjm.htmlplanet.com