Sometimes windows does not find the starting class. So does mine.
You can start the installer for build 845 with this command:
java -cp minecraftforge-installer-1.6.2-9.10.0.845.jar cpw.mods.fml.installer.SimpleInstaller
The starting class "cpw.mods.fml.installer.SimpleInstaller" can be found in the META-INF folder in MANIFEST.MF.