First. Implement a static premain (as an analogy to main) method, like this:

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import java.lang.instrument.Instrumentation;

class Example {
    public static void premain(String args, Instrumentation inst) {
        ...
    }
}

Second. Create a manifest file (say, manifest.txt) marking this class for pre-main execution. Its contents are:

Premain-Class: Example

Third. Compile the class and package this class into a JAR archive:

javac Example.java jar cmf manifest.txt yourAwesomeAgent.jar *.class

Fourth. Execute your JVM whith -javaagent parameter, like this:

java -javaagent:yourAwesomeAgent.jar -jar yourApp.jar