An application that runs continuously is simply one that never returns control to the OS. Simply add a 'while(true)' contruct in your main method. Then make sure that it never calls 'System.exit()', never returns from the 'main' method and never throws a 'RuntimeException'. Of course, this won't stop someone else killing your process from the operating system ;-).

Example.

import java.io.*;

public class MyClass
{
  public static void main( String [] args )
  {
    while(true)
    {
      System.out.println("Still alive");
    }
  }
}

I have a feeling that you might have had something else in mind than this(!!!??!?!?!).

Regards.