I just tried the cmd prompt and it says on mine "unable to access jarfile minecraftforge-installer etc". It's also showing in my downloads folder as a WinRAR Archive (it does this by default on any minecraft files (and some other files too) I download after something I did a while ago without knowing how and I've no idea how to fix it).
(Brainwave time - I just right clicked on the download file in the folder, opened with java, et voila!)
I suppose this could be useful if anyone else has the same situation as myself, even though unlikely, as double clicking on WinRAR Archive files just opens up another folder.