I would create a shell script which is what I think Vaphell was suggesting. To do that open your text editor and enter this:
Code:
/bin/bash
gksudo java -jar /home/laura/AlienFX/AlienFXLite-0.4b.jar
Then save (I would suggest naming it something starting with a . in your home folder so it will be hidden) and quit. Then just right-click on your menu and select "Edit Menus". Then just add it anywhere you want it on your menu.
Oh, I almost forgot...you also have to make it executable. Navigate to wherever you saved it and right-click it. Select "Properties" and then the "Permissions" tab. Finally tick the box beside "Allow executing file as program". You should now be golden.
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