Right-click and choose Open With...->Choose Default Program... to open the Open With dialog box. Choose Winzip from the list (or Browse to it if it isn't listed.) Be sure to select "Always use the selected program to open this kind of file" before clicking ok. This will change your default program settings!
Alternatively, you could create a shorcut to Winzip on your desktop and drag-and-drop files onto it to open them.
You could also add another entry to the context menu by editing the registry. You can copy the settings from one of the working file types and adapt it for .jar files pretty easily. The following .reg file should do the trick if you're running 64-bit Windows.
Windows Registry Editor Version 5.00
[HKEY_CLASSES_ROOT\jarfile\shell\winzip]
@="Open with WinZip"
[HKEY_CLASSES_ROOT\jarfile\shell\winzip\command]
@="\"C:\\Program Files\\WinZip\\WINZIP64.EXE\" \"%1\""