Well that really depends. If it is a console application (uses System.out.println() and Scanners), it cannot be executed via double-click. However, it can be executed by the following command, in a DOS window.
Now, on the other hand, if it is graphical, you can run it via double-click, and of course you can use the above command.
Oh and I'm glad i could help you create your jar.
Here's something that i thought was a really cool idea. I made a program which makes jars for the user (after they specify a few things). The way it does it, is that it creates a MS-DOS batch file which executes the commands i showed you, thus created a .jar file. It's pretty cool, if anyone would like me to send them the finished program (which is a jar program =]), I'd be glad to. (i just gotta finish up a few things, like a user manual)