This week's giveaway is in the EJB and other Java EE Technologies forum. We're giving away four copies of EJB 3 in Action and have Debu Panda, Reza Rahman, Ryan Cuprak, and Michael Remijan on-line! See this thread for details.
You shouldn't need to add run.jar to the classpath, you should just need to be in the bin directory (from a command prompt) when you issue the run.bat command. I'd play around with the bat file (such as throwing echo hello world around) to see where its dying. Debugging isn't just restricted to java source code, but is a valuable skill anywhere.