Jar files are for Java
OS x Lion doesn't have Java installed by default as Apple is depreciating it, meaning they don't want to run that anymore on Mac's.
There is a lot of security issues lately with Java, you should seriously consider the source of that jar file because it's likely malware or malware is on your machine if your seeing this in a window or something strange.
You can install Java for Lion here:
https://support.apple.com/kb/DL1515
If you have Java installed, use Software Update to get it current.
Next use the Java Preferences in your Utilities folder to activate it, in 10.6 and 10.7 Apple disabled it if it's not being used as a security measure due to driveby malware on websties.
Harden your Mac against malware attacks