As per my understanding you want to change the classpath which you have set by command
set classpath=d:java

can be done in two ways either you can set classpth directly as environment varible by
--> Right click on my computer select advanced options
--> there you will see option as environment variables open that option
--> now you will see multiple variables being set...search for classpath variable if it exist their edit this variable value by just putting semicolon and write ur full classpath ended by semicolon and save it.
FOR EG:-

variable name:- CLASSAPTH
variable value- .;C:\Oracle\product\10.1.0\Client_2\jdbc\lib\ojdbc14.jar;

Second option is just set your class in command promt as u have set earlier

by opening command prompt

set classpath=C:\Oracle\product\10.1.0\Client_2\jdbc\lib\ojdbc14.jar;

both the method are easy but i would prefer you should go with first one as by doing that you didn't need to set your classpath again and again after you reboot your system or application.

Understanding class path wildcards

Class path entries can contain the basename wildcard character , which is considered equivalent to specifying a list of all the files in the directory with the extension .jar or .JAR. For example, the class path entry foo/ specifies all JAR files in the directory named foo. A classpath entry consisting simply of * expands to a list of all the jar files in the current directory.

A class path entry that contains * will not match class files. To match both classes and JAR files in a single directory foo, use either foo;foo/* or foo/*;foo. The order chosen determines whether the classes and resources in foo are loaded before JAR files in foo, or vice versa.

Subdirectories are not searched recursively. For example, foo/* looks for JAR files only in foo, not in foo/bar, foo/baz, etc.

Must read full detail here, it is awesome http://docs.oracle.com/javase/6/docs/technotes/tools/windows/classpath.html

WIndows : Copy mysql-connector.jar to C:\Program Files\Java\jdk1.6.0\jre\lib\ext and copy the same file to C:\Program Files\Java\jre1.6.0\lib\ext

go to My Computer -> Properties -> Advanced -> Environment Variables

Set these paths

 JAVA_HOME  
 C:\Program Files\Java\jdk1.6.0

 PATH 
 C:\Program Files\Java\jdk1.6.0\bin;

 CLASSPATH
 .;C:\Program Files\Java\jre1.6.0\lib\ext\mysql-connector.jar;.;

open a fresh command propmpt

type
java -version press Enter

There is no need for a batch file to specify the classpath for Java on command line as Jack wrote in his comment.

Take a look on the version 7 Java documentation pages:

• Java
• Setting the class path

There is -cp or better readable for humans -classpath which can be used on command line to define the classpath.

The paths to multiple classes can be specified by using a semi-colon as separator.

And double quotes around all paths must be used if one path contains a space character.

Example:

"%JAVA_HOME%\bin\java.exe" -classpath "C:\Java\My First Class;C:\Java\MySecondClass" MyJavaApp

This approach is mainly useful on using a shortcut (*.lnk) to a Java application which needs different classses than what is usually used and defined in system wide environment variable CLASSPATH.

But for developing and testing Java applications in a console window with a different list of classes than defined system wide, it is better to have a batch file for example with name JavaDevEnv.bat with following code

@echo off
title Java Development Environment
cd /D "Path to\Preferred Working Directory\For\Java\Development"
set "CLASSPATH=C:\Java\My First Class;C:\Java\MySecondClass"

and create a shortcut on Windows desktop or in Windows start menu with the command line

%SystemRoot%\System32\cmd.exe /K "Path to\Batch File\JavaDevEnv.bat"

defined in the properties of the shortcut file (*.lnk).

The working directory can be also defined with Start in in properties of the shortcut file instead of being set in batch file using change directory command.

And an appropriate Comment should be also written in properties of the shortcut file, for example same as used on command title which sets the title of the console window as hint for which purpose to use this shortcut.

A double click on this shortcut results in opening a new console window, executing the batch file which sets window title, working directory and environment variable CLASSPATH used by Java executed from within this console window and then remains open for user input.