Try creating a bash script to run the commands that launch your application and link to the script for your shortcut. By way of illustration, create a text file in your home directory called do_paros and put this text in it:
java -jar /full_path/paros.jar
This will be your bash script. Make sure that the you start on the first line, first space with "#!/bin/bash". Now open a console and make do_paros executable by running:
$ chmod a+x do_paros
And test the script from the command line to make sure it opens your application by running:
If that works OK, then close the console and try running the script by double clicking on the do_paros file and see if it launches the application. If that works, create a shorcut to do_paros on your desktop and it should work fine.