How to install CrossFTP

How to install the CrossFTP? I have click on the download link, but only find a jnlp file. I do not know how to run it.

Step 1. Get the latest Sun Java System
To install/run CrossFTP, you need to have Sun Java 1.4+ installed. You can check whether you have correctly installed the Java system at this link.

Step 2. Launch CrossFTP
After you installed the Java, you can now open the Web Start Now's jnlp file by Java Web Start (javaws), since jnlp file is already associated with Java Web Start (javaws). If Java Web Start is not automatically invoked, you can always choose javaws to launch CrossFTP (javaws is located at your java's installation direction. In Windows, it will normally be under c:\windows).

Or you can  run CrossFTP through command line:

~$javaws http://www.crossftp.com/crossftp.jnlp

Step 3. Click Run Button to run
You will see a popup dialog that lookup like this. Click the "Run" button to proceed.


Step 4. Create the Shortcuts (Optional)
When the first time you launch CrossFTP, a prompt will shown to ask you whether you want to install a shortcut on desktop, and choose Yes if you want. If you forget to create the shortcut in the first run, you can always create it later by one of the following ways:
1. Start CrossFTP, choose Help ->  Install Shortcut
2. Open Java Web Start (javaws -viewer), choose CrossFTP, and create the shortcut from menu.

On some desktop environments, such as Linux KDE and Linux XFCE, Java Web Start (javaws) has no good integration support. Therefore no shortcut can be created automatically. In such cases, you can manually launch or create CrossFTP's shortcut. The command to launch CrossFTP is

~$javaws http://www.crossftp.com/crossftp.jnlp

I can't find the icon to open the software... and i'm new to Mac so i don't know where to put the code to create a shortcut. I really do not want to go back to Fillezilla cause its very bad soft and i really liked the Cross FTP.
tnx

i tried all day to install it. My Java is current and it fails everytime. totally gay.