Application loads (1 second) then disappears. Help!

I have NO Java experience. I'm just trying to run a Java (data base query) application that I have downloaded. I'm trying to run a .jar application called sdssQA v 2.2.25a located at:
http://cas.sdss.org/dr4/en/help/download/sdssQA/pub/sdssQA.jar
I've downloaded the most updated Java Runtime Environment (JRE): J2SE v 1.4.2_09 JRE and JRE 5.0 Update 5.
After downloading this application and I try to run it. I briefly (.5 seconds) see a blip of the startup screen for the program...then nothing. I do see it running in my task manager. But I can't access it. I�m not sure if it�s a problem with the program, my computer settings, or the way I�m installing/using the application.
Any ideas or assistance would be greatly appreciated.
More assistance for the program is at:
http://cas.sdss.org/dr4/en/help/docs/sdssQA.asp
http://cas.sdss.org/dr4/en/help/download/sdssQA/default.asp
Thank you,
James

Unfortunately I did not type the java command correctly...I left out the -jar part of the command. When I did type it in correctly the application started to run (just like when I double click the icon for the application) then it disappears...this is the same problem I was having. But this time I have the following error message:
Exception in thread "main" java.lang.NullPointerException
at edu.jhu.pha.sdss.antriksh.gui.ServerOps.dbsCache(ServerOps.java:106)
at edu.jhu.pha.sdss.antriksh.gui.ServerOps.dbsCache(ServerOps.java:97)
at edu.jhu.pha.sdss.gagan.MainFrame.MainFrameMenuBar.addServers(MainFram
eMenuBar.java:207)
at edu.jhu.pha.sdss.gagan.MainFrame.MainFrameMenuBar.createFileMenu(Main
FrameMenuBar.java:74)
at edu.jhu.pha.sdss.gagan.MainFrame.MainFrameMenuBar.<init>(MainFrameMen
uBar.java:56)
at edu.jhu.pha.sdss.gagan.MainFrame.MainFrame.createUserInterface(MainFr
ame.java:222)
at edu.jhu.pha.sdss.gagan.MainFrame.MainFrame.makeWindows(MainFrame.java
:81)
at edu.jhu.pha.sdss.gagan.Main.main(Main.java:59)
Thank you again

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