Many developers think they need to set the the environment variable classpath to make their Java app work on customer's machines. Fortunately, most JVMs that are freely distributable now let you configure the runtime classpath dynamically, instead of through the platform dependent method of environment variables. You can easily configure your customer's Java environment with JExpress by changing the setting on the JVM panel in the Advanced interface.
JExpress includes a sample Java class called ChangeEnv.java which allows you to change environment variables. You should see the top of the source file for details about adding, changing, and deleting environment variables.