Trouble installing xmage

[LordProphet]

Hey guys, returing to Xmage after a long hiatus and having trouble getting it to run on my computer. I have the most recent version of Java. When I download it from the button on the website it downloads it as a .jar file, and I can't seem to get it to open. It insists on opening an explorer window and ends up in an endless loop of open, save, open, save. What am I doing wrong?