Okay already resolved this myself. This is down to bad shortcuts. For this app the shortcut created is as follows:
"C:\Program Files\Java\jre1.6.0_07\bin\javaw.exe" -Xms64m -Xmx512m -jar "C:\ArgoUML034\argouml.jar"
If I amend this to just be:
"C:\ArgoUML034\argouml.jar"
It complete and will function. Just need to do some checking on whether those java arguments are really required.