I'm not familiar with CCleaner. However, I assume it allows you specify directories to exclude from its purging.
To find where Shoddy Battle (and other WebStart applications) is installed, open up the Java Control Panel and click "Settings..." in the "Temporary Internet Files" area. There is a text box labelled something like "Select the location where temporary files are kept."
Specify that directory in CCleaner as a place that it won't delete files from, and then Shoddy Battle will be safe.