Sounds like you unpacked/unzipped the .jar file, then.
1. Delete everything in that directory.
2. Re-download HeroDesigner.zip (Purchases section of your Client Area)
3. Unzip just the download (HeroDesigner.zip) into the now-empty directory.
4. Double-click on HD6.jar
If step 4 does not launch HD, but instead prompts you to unpack/unzip the file, then cancel out of that and do the following:
1. Make sure that you have Java installed (www.java.com)
2. Google “jarfix”— the first result will contain a small executable that you can run to correct .jar file associations on your system