The above solution appears to not work:
http://onesearch.sun.com/search/highlight/index.jsp?url=http%3A%2F%2Fforum.java.sun.com%2Fthread.jspa%3FforumID%3D32%26threadID%3D186372&qt=classpath&qt=System.setProperty&cs=false
Here http://forum.java.sun.com/thread.jspa?forumID=32&threadID=300557 is a technique that works, but has potential problems.
Do you have to set classpath after Java has started, from within Java? If not, the best way is to use a batch file that first sets the classpath for the program and then starts the program.