Sure, go ahead.
I do all my tests from the jar so I'm pretty sure it's not that in itself. It could be that you have the wrong version, though. Do "java -version" on the command line and see what it comes up with. Maja should (should!) run with version 1.5 or above, but I am compiling it using 1.6 and using a commandline to get the 1.5 compatibility. If you have Linux or another version of a platform that I haven't tested, it might also be something VM-specific.
So, what version of Java do you have and what OS are you using? How did you try to run the .jar? (It should work just by double-clicking it under Windows, but if you want to make sure that the association is set up correctly, do "java -jar MajaExpress081.jar" from the command line and see if you get the same error.)