On some systems you will have to right click, then select open with, and select java from the list. This tends to be the case with a system that has winrar installed.
If you use the "choose program" option on the open with menu then there will be a "always use this program..." checkbox, if you check it, it will restore Java to the default, thus restoring the ability to just double click it.
You also could uninstall and re-install Java. When Java is re-installed, it should restore to the normal double click the jar functionality.