can't get sqljdbc42.jar to stay in my Java path

I am setting up a Microsoft SQL database for use with MATLAB database Toolbox. I need to get sqljdbc42.jar in the java path and restart MATLAB. If I use javaaddpath, it adds my new path with .jar file, but it is just temporary and gets deleted after I restart MATLAB. Thus every time I try to configure my database it says "JDBC driver was not found on java class path". How do I get the driver to stay in my java class path?