For those that want to directly execute a .class file in a command prompt window. Here is a way:
Create the following batch file.
Use the Windows Explorer Tools to add a commandline for the .class file:
C:\BatchFiles\ExecClass.bat "%1"

Give it a name like: Execute class file

The batch file ExecuteClass.bat:

REM Execute a java class file - need to strip extension
echo filename is %~n1
java %~n1
MORE