How to choose main class

I have a rather odd question that makes me look like a newbie (which I kind of am).

When running a file, I have to specify the main class.

This is my code:

import java.swing.*;

public class Sokoban {

    public static void main(String[] args) {
        final char[100, 100] Board = new char[100, 100];
        final char[100, 100] Position = new char[100, 100];        
    }

}

But when trying to run this file (as a Java applet), I can select the main method in the form that appears, but the OK button is grayed out. So I cannot run the program.

Anyone got a solution?

And a related question, every time I try to run a program I have to fill out this form. Is there a way to circumecent this?

Thanks!