If windows - a batch file or ant script
If Unix/Linux - a make script.
using this methods will help you run your application better, you can just set up your class paths in the files once and not changes will be needed unless you change the Package or File name.
I recommend ANT if you're familiar with it for running and testing your application. http://ant.apache.org
get version 1.5+, try to stay away from version 1.6 since it is a beta version.