.exe application install on Snow Leopard?

I want to use the anonymising program i2pinstall on my Mac, the download site says that all I need it to enter a few lines into the terminal and it will load and run. Can this be done with .exe files?
The entry is: java -jar i2pinstall_0.8.7.exe I have the file on my desktop and have run this command to no avail, am I being trolled with this? If not how can it be installed into Safari?

.exe files are Windows executables and will not run on a Mac.

It's possible you might be able to run it in a version of Wine or Crossover. Both are environments that contain minimal files needed to run popular Windows applications on a Mac without requiring Windows. Wine should be free, but may take some more work to configure. Crossover is ~$40 I think, and will be much easier to configure and comes with some support. Crossover also has a free trial, so you can test it out before you lay down any cash.

Request a developer of i2P to do a Mac Version of it or Bootcamp your Mac.

You will need Windows to run the program. If that's all you are doing, consider using VirtualBox (free) to run windows in a virtual machine.