LOL... it's a Java file.
Go to Start > Run and type in cmd
Then type in java -jar jar-file to run...
Before that, also change something to your environment variables...
To change environment variables, right click My Computer and select Properties.
Click on the Advanced tab.
Select Environment Variables at the bottom right corner.

A new window will open.
Under System Variables, click on Path, then click on Edit.

Copy and paste in this:
;C:\Program Files\Java\jre1.6.0\bin\javaw.exeNote: The semi colon is needed. Also replace jre1.6.0 with the version of Java installed.
Click OK all the way to apply the settings.