Fixes Issue #2534 by setting the Application name for Linux

I followed the suggestion outlined at http://elliotth.blogspot.com/2007/02/fixing-wmclass-for-your-java.html to set the application name in Linux.  I have verified that this works for Gnome3.
@aengelke I agree that it doesn't influence behavior and is not important but this way if sometime down the line Oracle changes the JVM behavior we will know where to look.  Under normal circumstances nothing will be printed to the user.  I am fine removing the stack trace though if that is the preferred behavior.