I wrote this little proggie to be able to simply double-click the Java *.class files to run them (which is not possible otherwise unless I've missed something seriously).
If you're interested (and use Java) you can get it here:
Source code is available (C++).
EDIT: If you don't want the console to show, recompile the program and replace "java" with "javaw".
Under Windows, double-click a class file and when it asks what to run it with, select javaw in the runtime binary directory. Simple no? :D
Nope, cause then the path + filename + extention will be sent to java/javaw. It should ONLY be the filename, or it won't work.