Go to minecraft.jar
Right click it
select OPEN WITH WINRAR/7ZIP
tada! it don't matter if you had messed up and set jar files to open in whatever program when clicked on. RIGHT CLICK and bring up that little menu, and just tell it what to open it right. dun dun duuunnnnnn!
I don't see the point of this, everybody with common sense will know how a jar works: identical to a zip.
Running one (using the JVM) is a different thing: right-click it and open with Java. If that won't work out, select a different version of Java. As a last chance you can download the latest Java from http://www.java.com