Use the Process.WaitForExit Method:
public void runCmd()
{
String command = @"/k java -jar myJava.jar";
ProcessStartInfo cmdsi = new ProcessStartInfo("cmd.exe");
cmdsi.Arguments = command;
Process cmd = Process.Start(cmdsi);
cmd.WaitForExit();
}
.
.
.
runCmd();
MessageBox.Show("This Should popup only when runCmd() finishes");