Nimrod, you stated you were able to get it running through launching the PMS.jar file. This is normally hidden insided the .app package. Did you right click on the app and use "show contents" to get to the PMS.jar? or was the app appearing as a folder on it's own?
If it was appearing as a folder on it's own, this could mean your OS is having some issues that we might be able to sort out. If you selected "show contents," well I'd just say that normally you shouldn't ever have to do that on Mac OS, and if you do then it means something has usually already gone wrong.
Have you used Disk Utility to repair permissions yet?