I can't open the link you just gave, it is the same link on the page i send. It gives a web-page error. 'Web page not available'.. or simply doesn't exist anymore. That's why i downloaded it elsewhere. I'm quite sure this what I have should also work.

Also no, i have D:\Games\Jazz2. so on the D: directory, not C:.
I entered D:\games\jazz2\j2a-extract.py in the command prompt.

Then received a message

"please type the .j2a file you wish to extract"

Anims

and then..

file Anims.j2a could not be read!

It is from C:\Users\Lennart> though, but imo asking 'which j2a I want to extract' shows it has the right .py file in the jazz2 folder.