Under Win7 if you double-click a file with an unknown extension it pops up a dialog that allows you to associate a default program to open it.
Once you have an association you can retrieve and edit it via control panel > Programs > make a file type always open in a specific program
How do you tailor the commandline. Eg add the -jar option or other options:
java -jar MyOption_Here
java.exe -Xmx128m -cp D:\JavaDevelopment\runtime\SlideShowApp.jar SlideShow.ImgIdxEditor -i "%1"
You know what? I don't know. I've never had to do it. The control panel just lets you associate an app, but unlike old versions of Windows doesn't have the advanced options. I'll just go away now and pretend this never happened...