A couple of things to note here, concerning the two different issues in the problem:
Format of Windows Run keys
From the Microsoft Windows XP knowledge base:
Run keys cause programs to
automatically run each time that a
user logs on. The Windows XP registry
includes the following four Run keys:
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\RunOnce
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\RunOnce
Each of these keys has a series of
values. The values allow multiple
entries to exist without overwriting
one another. The data value for a
value is a command line.
Note the emphasis on the last line. The moment quotes are used, the command is bound to fail execution in the same manner it fails as if executed from a command prompt.
Also, note that the above approach is for Windows XP and does hold good for Windows 7. More details can be found in this Microsoft Technet article on the options available in Windows 7.
The javaw vs java application launcher
Once the java process can be initialized at Windows startup, one will get a console window that continues to stay around until the process is terminated. This occurs if the java executable is utilized to initialize the application.
From the technotes of the java application launcher:
The javaw command is identical to
java, except that with javaw there is
no associated console window. Use
javaw when you don't want a command
prompt window to appear. The javaw
launcher will, however, display a
dialog box with error information if a
launch fails for some reason.
Therefore, if you wish to avoid opening a console window for the Java process, you ought to use the javaw executable.