Jar is not an executable, but can act as one. Define in the manifest.mf
file the following lines:
Manifest-Version: 1.0
Created-By: 1.4.0 (Sun Microsystems Inc.)
Main-Class: your.main.class.with.package

There is also some other tools to create an executable  for java.
Take a look at http://www.excelsior-usa.com/jetlatest.html