I have a JAR file named helloworld.jar. In order to run it, I\'m executing the following command in a command-line window:
You want to check a couple of things; if this is your own jar file, make sure you have defined a Main-class in the manifest. Since we know you can run it from the command line, the other thing to do is create a windows shortcut, and modify the properties (you'll have to look around, I don't have a Windows machine to look at) so that the command it executes on open is the java -jar command you mentioned.
The other thing: if something isn't confused, it should work anyway; check and make sure you have java associated with the .jar extension.