单击它时，.jar文件不会执行

I know this question would sound very stupid, but this is my first java program after all. K, the question is, when type this: java -jar JavaApplicationTest.jar the program executes without problems, but when I go to the folder where the JavaApplicationTest.jar file is, and click on it, it does not execute. I thought that .jar files were like .exe file, are they? I mean, in the way that we click on them and the program runs; 'cos the java virtual machine is running in the back ground. Please, any help would be very much appreciated. I know this question would sound very stupid, b