Your problem might be in that when you double click on the Icon, the
program opens a console window, runs, then closes the window.  To get
around this, you can either make your program not close (or take some
user action to close), or you can write a batch file that takes a
parameter (jar file) and executes it, then issues a dos "pause"
command. If you use the second option, you'll need to make sure
windows sends the file to the batch program when you double click on
the .jar.