OutOfMemory error with executable file

I'm a plant scientist not a Java programmer, so apologies for naivety or lack of clarity here. I am trying to help a colleague who consistently gets a java.lang.OutOfMemoryError when running an .exe file provided as part of a freeware academic version of a bioinformatics package. The full commercial version would be supplied as jar files and the company gives the obvious advice on how to fix the error in this case: issue the command
java -Xmx256m -jar THEPROG.jar [followed by program-specific options] where THEPROG represents the program in question. However this won't work with the exe version, which is presumably just a compiled stripped-down form of the Java original. Is there any way we can overcome this error? We are currently running J2RE SE (version 1.4.2_02) which is part of our standard Windows XP desktop build; the problem is independent of system memory availability, and I've reproduced it with other versions of JRE/JDK. The other exe file released as part of the same freeware package runs fine, but is less computationally demanding.
Thanks in advance

Thanks to cotton.m, ChuckBing and mimi_tan1985 for your replies. The exe file doesn't accept options of the form -Xmxnnn. Unfortunately the originator of the software doesn't document which program was used to create the exe file from the Java classes/jars, and it doesn't provide support for the freeware version, though it's widely used in the academic community as it performs superbly when it works. The documentation is sketchy and provides no info on changing memory allocation for the exe version, only for the jar version.
It looks as though we will either have to break our bigger jobs up into multiple small jobs which will run OK, or find the $2000 or so we need to buy the full version.
Thanks again for your help.

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