First off, don't do it as root.

Never do anything as root unless you know 100% it has to be done as root, or you tried it as a normal user and it failed. Countless people have reported problems here caused by running a program as root and then not being able to run it or edit the config files as normal users.

Beyond that: Are you in the same director as the .jar file when you do that? Did you try typing the full path to the MineCraftSP.jar file?

If not, then either type "java -jar [full filepath to the file]/MineCraftSP.jar", or cd to the directory it's in and try again.

You could probably also ls -l the .jar file to see if the permissions and ownership is sent right. Beyond that, I don't know, because icedtea6 and java aren't my specialties.