To start a minecraft server you normally make a batch file (under Windows).
Just put the crfatbukkit.jar or whatever Server you are using into a folder an make a .bat file using your notepad. Just write
java -Xmx1024M -jar craftbukkit.jar -o true PAUSE
into the file and save it in the folder of the craftbukkit.jar.
solved Installing Minecraft server from .exe instead of .jar