Many java applications are not packaged as runnable jar files. You will need to run something like java -cp x.jar:y.jar com.company.program.MainClass

RE Runescape; the java plugin included in the embedded JRE doesn't seem to work with MicroB or Firefox, so there is no way to run applets on a webpage right now and that is how it runs. Possibly it might work out of appletviewer but I doubt it. Also I think Runescape uses OpenGL so there would be code changes required to use OpenGL ES as well as porting work for the JOGL library.