The issue may not be Java...the JVM is trying to run an application and can't find it. The JVM is the one telling you that it can't find the main class. It could be that the command line parameters required to start the application are wrong. If the application has worked in the past then try to re-install the application. If the application is new then get the latest copy of the Java Runtime Environment from Sun.
Java SE Downloads
Go to that page and download the Java Runtime Environment (JRE) 6 Update 3.
Once that's done I'd recommend re-installing the application to make sure it's properly installed.

HTH