How to make a program to run an application

try {
   Runtime.getRuntime().exec("Program_to_run.exe");
} catch (Exception e) {}

try something like the following, just change the command to match your system:

public class Winamp {
 public static void main(String[] args) {
   try {
 Runtime.getRuntime().exec("/usr/bin/ksh /somewhere/winamp.ksh");
} catch (Exception e) {}
 }
}

if i just write :
Runtime.getRuntime().exec("C:\\Program Files\\MyProgram\\MyProgram.ksh\");
it can't execute the file. but if I call .exe file, it works...

FYI, i want to run a program that from unix based in windows ( using korn shell, a pc compatible shell )

you can't run a script like that, you instead need to pass the script as an argument to the shell for it to execute.
something like:
/usr/bin/ksh /somewhere/winamp.ksh

if i just write :
Runtime.getRuntime().exec("C:\\Program Files\\MyProgram\\MyProgram.ksh\");
it can't execute the file. but if I call .exe file, it works...

FYI, i want to run a program that from unix based in windows ( using korn shell, a pc compatible shell )

but I do not have a directory /usr/bin/ksh, because I am using windows. or is there any similarities with that in windows?

You'll probably need two parameters:

1. The path to your Win Korn shell interpreter
2. The shell script

> but I do not have a directory /usr/bin/ksh,

I realise that.
I don't know where things are on your box so I left it to you to enter the correct paths.

> or is there any similarities with that in windows

yes the path to wherever your ksh executable is.

To save yourself some time, see if you can figure out how to run the .ksh file in a command prompt first.  Then whatever works there put inside the Runtime.exec