Creating a Monkeybars project is the simplest way to go:
monkeybars test-project
cd test-project
rawr install
jrake rawr:jar
cd package/jar
java -jar ChangeMe.jar
By default, this will do nothing. If you go into main.rb and edit the
lines between the begin/rescue where it says "your app code goes here"
you can do some puts or other stuff to see things running.