How to run java programme at startup

I want to start one of my programme which acts as “Server” at the startup of my server machine.
I tried it by adding this command in autoexec.bat
c:\java MyTest
I took care of classpath and path.After running this autoexec.bat just after theabove line i.e java MyTest I am getting message that “This programme cann’t be run in Dos mode.”
What I can do to solve this problem