So if you have an existing start-script, just ensure that you set that environment-vaiable before you start it:
Here's an example for setting a default HTTP-proxy.
Windows:
#> set _JAVA_OPTIONS=-Dhttp.proxyHost=127.0.0.1 -Dhttp.proxyPort=8080
#> java -jar someprog.jar
Linux/MacOS:
#> export _JAVA_OPTIONS="-Dhttp.proxyHost=127.0.0.1 -Dhttp.proxyPort=8080"
#> java -jar someprog.jar