Create a batch file containing the executable for your java application like so:

java -classpath  yourPackage.yourClassName %1 %2 %3 %4 %5 %6 %7 %8 %9

Let's say you call it myApp.bat. Let's say that you want myApp.bat to open files of type spp.

In Windows Explorer, click once on an spp file (so it gets selected). Hold down SHIFT
and right click. You should see a menu item called 'Open with...' Click on
it and a dialog opens. Select
'Other' and browse for myApp.bat. Click 'Always use this program to open this type
of file' and hit ok. That oughtta do it.

Hope this helps.

Dermot