That's no problem though. I'm assume the 6 classes mentioned form 1 application, not 6 separate ones? Just call java on the main class in the batch file. Side-effect is that you are left with a command window open while the program is running.
right click the class file(the one with main()) - select sendto/desktop/create shortcut right click the shortcut - select properties look for 'Target' eg in Target it may be "C:\Documents and Settings\Java\Testing.class"
change this to javaw -classpath "C:\Documents and Settings\Java" Testing
(note the 'space' before and after -classpath and before Testing) (windows will add the extra stuff it needs)