Do you use Ubuntu? Here you can find a way, how to setup Unity launcher for MyJgui.

  1. Create file /usr/share/applications/myjgui.desktop
    e.g. sudo joe /usr/share/applications/myjgui.desktop
  2. with content: 
    [Desktop Entry]
    Name=MyJgui 
    Type=Application
    Exec=/home/veron/apps/myjgui/myjgui.sh
    Terminal=false
    Comment=Java MySQL visual client
    NoDisplay=false
    Categories=Development;Database

Check property 'Exec' - use your actual path, where you installed MyJgui.