Read the readme.txt file that comes with NEOhacker. In the Getting Started section, it says that you need a JRE to run it. That's a Java Runtime Environment. It also says that you can go to
http://java.sun.com. The JRE is there, but I had a bit of difficulty finding just the JRE.
This is where the Java 2 JRE is:
[Link: java.sun.com]. On that page, you can pick a version. I am using 1.4.0, but I see now that they have 1.4.1. I tried using the Java JRE v1.1.8 but it wouldn't work.
After you install the JRE, you need to associate the .jar file to the javaw.exe app. I don't think it does the association automatically during the install. After you associate it, you can just double-click on the .jar file and the app will run.
Thomas