How to make a shortcut to run my Java app in Windows?

Hiya, Coders :-)
I am an absolute beginner.
I have copied a little window program from "Java 2 in easy steps".
I run it from the command line and a little window pops up.
I cannot find a way to start the app without the command prompt.
How can I make a shortcut to start it?
Julian (-_-)                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       

Hiya, Coders ;-)
As it happens, I have a game from UJ Software: "Shisen for Java".
It has a shortcut, of course.
Here are all its details just in case it helps ...
The game folder is here:
C:\Program Files\UJ Software\Shisen for Java\jShisen.jar
Contents of the installed shortcut ...
General:
Type of file: Shortcut
Opens with: Java(TM) Platform SE binary
Location: C:\Documents and Settings\Julian Bury\Start Menu\Games
Shortcut:
Target Type: Executable Jar File
Target location: Shisen for Java
Target: "C:\Program Files\UJ Software\Shisen for Java\jShisen.jar"
Start in: "C:\Program Files\UJ Software\Shisen for Java\"
Run: Normal window
I don't suppose this will help.
It strikes me that nobody knows for certain how to run a java app!
I have two beginner's books, neither of which mentions anything beyond the command prompt.
Tricks to minimize the console window are just not professional!
The solution must be written authoritatively somewhere ...
has anyone seen it, please?
Increasingly disturbed ...
Julian *(-_-)*                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               

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