question: The game doesn't start. Maybe a compression software (e.g. for zip-files) appears instead of the game.

answer: The file extension .jar is associated with another application. Please deinstall your Java and install a new version from the Internet (http://www.java.com) again.

question: network game: Other players cannot join your established connection (hosting game).

For your own good, please do the following steps only when you are well grounded in computers. Otherwise please ask a computer literated friend.

Summary: port forwarding of the TCP port 11255 in your router and in your software firewall (your desktop firewall or the windows version).

Please ensure that the TCP port 11255 of your router will be forwarded to the same port (TCP port 11255) of your local ip address in your network. Depending on your router, it may be called as "port forwarding", "port mapping" or something else. Check your router manual or search on the internet for your router manual. Some routers require that you firstly register your computer with its local ip address. On http://en.wikibooks.org/wiki/Finding_Your_IP_Address is described how to determine your local ip address. A detailed tutorial may be found for another game at http://portforward.com/english/routers/port_forwarding/Linksys/WRT300N/Age_of_Empires_III.htm.

Ensure that the TCP port 11255 is forwarded / activated in your firewall on your computer (desktop firewall or the one of your operating system). You have to create an exception for Java (more precisely "Javaw.exe") in the windows XP and windows 7 firewall.

The simplest way to configure the windows firewall is to initially configure your router and start the game as host. Now ask a friend to connect to your hosting game. As soon as he's connecting to you, the windows firewall is popping up a dialog to ask you whether to allow the connection or not. When you choose to permit the connection, the configuration of the windows firewall should be set up correctly. Now your friend should be connected to your game and should also be existing in the list of players.

When it doesn't seem to work correctly, please follow this advice:
For the configuration of the windows firewall (XP, Vista and 7), you may follow the instructions of Firefox on http://support.mozilla.com/en-US/kb/Configuring Windows Firewall?s=Windows+Firewall&as=s
The main difference is that you have to activate the file "javaw.exe". Typically, its location is "C:\Program Files\Java\jre6\bin" and/or "C:\WINDOWS\system32". The entry of "javaw.exe" in the list of exceptions may be called "Java Platform SE binary".
Furthermore, Windows 7 requires that the file "javaw.exe" is selected in "Home/Work(Private)" as well as "Public" in the list of "Allowed programs and features". The entry of "javaw.exe" may be called "Java Platform SE binary" in the list of "Allowed programs and features".