1. DON'T USE 1.23+ XMAS! That utility is very buggy and will not work with most Single Player levels.

2. Go to the file you click on from the Start Menu (I'm guessing "Jazz Jackrabbit 2") and right click it. Click on Properties. In the box where it says "Target:" go to the end of the text in the box and change "jazz2.exe" to "jazz2+.exe". It should now run JJ2+ whenever you run it from the Start Menu.

Hope that helps.