Assuming you're running on Windows, a .BAT file is probably easiest. Put the command line you use to start your program in there, something like java -classpath ... MyProgram parameters .... Double-clicking a BAT file will run it.
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There's a little more to it than that. You also need to make sure your JAR file is executable. To see how to do this, check out this thread. As mentioned above, this question has been asked a billion times here before. For future reference, you should use the Search Tool to see if someone has already posted your question previously. Be sure to search the "Java in General (beginner)" and "Java in General (intermediate)" forums as well as this one.
You are in luck, with JBuilderX Enterprise or Developer edition, you can create native exicutabls. You can find the option somewhere in the tool bar along witht the options to create jars and things.
JBuilder will then create a native exe file that you can just click on and run - you dont even need java installed on the pc.
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