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Building an executable with Eclipse

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I'm trying to build an executable of my code with Eclipse. All I really would have a clue about is a JAR file, but if there's other options I'm not set in my ways.

So I exported the project I was working on (which has been tested very well and works when launched directly from Eclipse) and put it into a JAR file with Eclipse. However, when I try to run (double click) the JAR file there's a long pause and then an error message ("Fatal Exception Occured: program will exit"). Obviously one of us did something wrong but what? I don't really know what I'm doing when it comes to creating anything Java so rate me as clueless in this area. I am using another JAR for this program, but to the best of my knolwedge Eclipse included that in the export, and just for good measure I included it in the same folder as the JAR I exported.

Also, this program is very memory intensive, so I want to make sure that the memory pool isn't limited, or is limited as little as possible. When I try to run the program through eclipse it works, but when I do something that takes up a lot of memory, it gives me an out of memory error. However, I know that if the program was allowed to acess all the computer's memory it would be 1 or 2 orders of magnitude more than it needs. How can I avoid this problem?

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