This will happen when you doubleclick a JAR file in Windows explorer, but the JAR is by itself actually not an executable JAR. A real executable JAR should have at least a class with a main() method and have it referenced in MANIFEST.MF.
In Eclispe, you need to export the project as Runnable JAR file instead of as JAR file to get a real executable JAR.
Or, if your JAR is solely a container of a bunch of closely related classes (a library), then you shouldn’t doubleclick it, but open it using some ZIP tool. Windows explorer namely by default associates JAR files with java.exe, which won’t work for those kind of libary JARs.