have you followed the instructions here:
http://download.oracle.com/javase/tutorial/deployment/jar/run.html (from the above link) - specifically adding the main class definition in the manifest?
After that, the jar can be executed using the following command:
java -jar jar-file-name
some OS will handle this on double click so you dont have to type this every time, but this is not guaranteed on every OS..
The other option is to create a bat/sh file that can be double clicked to launch the jar.