It sounds like it is trying to execute the jar, not open it. Basically it is telling you that there is no Main-Class: declaration in the META-INF/MANIFEST.MF file within your Jar file. This is correct if the jar is not meant to be executed.
Windows is not my native tongue so I'm not sure how to change it but you want WinZip to open the file not run it.
<a href="http://forums.hotjoe.com/forums/list.page" target="_blank" rel="nofollow">Java forums using Java software</a> - Come and help get them started.