Run the program, and scroll down the list until you find J2L. It should be at or near the top of the J section. A list of actions should appear in the bottom box, and you can edit them or add new ones by clicking judiciously with the right mouse button. Here are my settings for JCS (obviously you might have to change the filepath):

Action Name: Open
Menu Caption: Open
Command-Line: "C:\Games\Jazz2\JCS.exe" "%1"
Message:
Application: JCS
Ifexec:
Topic: System