I'm really worries that registry editing is going in the wrong direction, and possibly messing things up badly.
How do you know its not working when you double click it? It only shows console I/O and the default setup does not have a console when you double click because that uses javaw. It could be running and you wouldn't know it.
Try putting something in your program that will actually show when you double click it, eg
JOptionPane.showMessageDialog(null, "hello", "hello", JOptionPane.INFORMATION_MESSAGE);
you'll need to