You can set most environment variables in the following ways:
System Properties vs. User Properties
Before setting System Properties, consider carefully whether the
variable should be set here (for all users) or in the User
Properties (only for the user running the application). Setting
System Properties sets the variables for all new processes.
With the exception of the PATH variable, any variable values set for a user will override the values assigned for the system. For example, if FOO = 1 in the System variables, and FOO = 2 in the User variables, then any application running for this user sees only FOO = 2. For the PATH variable, the System value is always prepended to any value set for the user.
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Application
Run-Time Environment Variables