You want to make an executable JAR (one that you can double click to run).
To do that, you need to include a manifest file in your JAR file, that specifies the main class of your application. Basically, you have to create a text file (the manifest file) that contains the following line:
Main-Class: pkgname.MainClassName
(use your package and main class name, ofcourse). When you make the JAR file, use the "m" option and specify the mainfest file:
jar cmf myManifestFile myFile.jar ...
See the
documentation of the JAR tool for more information.