Older versions of Java always use a maximum of 64 MB of memory by
default. That may be enough for your data, in which case there's no
problem just clicking on the jar file. If you run out of memory, you
can switch to using the -mx###m flag.
Newer versions of Java may use more memory by default. I don't know
about Mac OS X, but I believe Java 5.0 and later running on linux
machines with at least 2 processors and 4GB of memory will use 1GB by
default. See:
http://java.sun.com/j2se/1.5.0/docs/guide/vm/gc-ergonomics.html
-- Steven