Sorry for the late reply.
I'm running windows 7. I did not realize I had to extract them seperately, so I'll be attempting this later. Thanks for the replies =D
I'm having a problem. I've unzipped the file to my PokeMMO folder as shown above but the jar file won't open correctly. It either opens in winzip again or if I try to "open with" Java Platform it simply shows the logo and then disappears. Am I missing software necessary to run this?