The first thing I did was make sure I had the latest Java SE and that the .JAR file association was with Java and not something else (like WinRAR)
I had to do something similar to get another application to pin to taskbar I use so I knew it had something to do with targets, and after researching a bit the same method for Windows 7 works here.
Create a shortcut for your .JAR, then right click and go to properties Edit the target to match this format:

%SystemRoot%\system32\cmd.exe /C "path to jar"
Source (except he recommends making a shortcut of cmd, I actually ran into issues for some reason)
Finally, pin your new shortcut to the taskbar by dragging it there. The icon will be the same as CMD but you can easily change it:

Hope this helps!