1/ create new one
2/ switch to shortcut tab
3/ field Target regiured full path for Java and full path for executable jar file f.e. "C:\Program Files\Java\jre1.6.0_07\bin\javaw.exe" -jar "C:\myAplication.jar"
4/ field Start in required again full Java instalation path without "\javaw.exe" in this case
"C:\Program Files\Java\jre1.6.0_07\bin" each PC could differend java version maybe instlations path too
5/ field ShortCut key == none
6/ field Run == Normal window
7/ suck and change icon for this shortCut (must contains 256x256 for good resolution)