How can I run a Java-Application with a Desktop-Icon ?

Hello,
I have got a problem: I want my Java-application directly by clicking on a desktop icon. Is there anybody who can tell me how to do so ? (I don't want to change my application into an exe File !!!).
It would be nice if you could give me a detailed explanation (or a link to thus) because I'm not used to the Windows-Classpath System (...as far as I need this...I don't know).
Thank you very much,
Findus

Ok...in the syntax just postet I forgot to set the absolute path of the file...but eveb if I do so it does not work...here the variations I tried...
D:\j2sdk1.4.1_01\bin>java D:\Viever\Gui
Exception in thread "main" java.lang.NoClassDefFoundError: D:\Viever\Gui
D:\j2sdk1.4.1_01\bin>java D:/Viewer/Gui
Exception in thread "main" java.lang.NoClassDefFoundError: D:/Viewer/Gui
D:\j2sdk1.4.1_01\bin>java D:\Viewer\Gui.class
Exception in thread "main" java.lang.NoClassDefFoundError: D:\Viewer\Gui/class
D:\j2sdk1.4.1_01\bin>java D:Viewer/Gui
Exception in thread "main" java.lang.NoClassDefFoundError: D:Viewer/Gui

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How can I run a Java-Application with a Desktop-Icon ?

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