Well, when you run a Java Application you do it by means of running the java application launcher, which is that command line tool named java or javaw.
Now, you jar file is actually executed by this application and the default icon assigned to this application is the one that will be shown on the window when you run your application also.
Hence, as your application is actually executed by the java command you could create a batch file or a shell script to initiate your application, then create a shortcut to the batch file or shell script and assign an icon to it.
We all do this just to avoid to the final user the complexities of launching the application using the command line.
Most operating systems will let you do this very easily. Under Windows you simply right-click the shortcut icon and change its properties to show the icon of your preference. Under Linux, when you create the shortcut using Gnome Desktop Manager, for instance, you select the icon you want to use for it.
Now, there a few tools in the market which let you wrap your application within a small platform specific executable. These kind of tools let you assign an icon to your executable file.
Such is the case of Launch4J. If you are under Windows, give it a look. It might help with this.
Finally, I think I do not understand what you mean by this of the customized file extensions. What is it that you want to do? [ June 06, 2006: Message edited by: Edwin Dalorzo ]