Win Environment Variables

I was installing java on a Server 2003 machine yesterday and because I had a few version of the JRE it screwd up my JAVA_HOME environment var. So I manuallly set it. Apparently you can do it from the command line by doing this:
set JAVA_HOME=c:\javaBut this only seems to last as long as the command window is open, so I discoverd a more permanent way to do it in the system menu