It's all about how you use it under DOS.
1. Make sure your computer has Java installed. To check it, see whether you can find a folder named as Java under C drive or C:\Program Files\. If not, click the link here to install it:
http://www.java.com/en/
2. Put the segmenter.jar file to a folder, say, C:\Temp. Then save your Chinese text file in the same folder. Make sure the file is saved in GB, B5 or UTF-8 encoding. Here I'm using an example text named as input.txt in UTF-8 encoding.
3. Click Start, Run, in the Open box, key in cmd, then OK to see a DOS command window pop out.
4. In the DOS window, key in cd\, then Enter, you'll see C:\>_ there. Next, key in cd Temp, then Enter to get C:\Temp>_.
5. Now immediately after C:\Temp> key in
java -jar segmenter.jar -8 input.txt
(note the space) Enter to get your result in the C:\Temp\ , with a name as input.txt.seg.
If your text is in GB encoding, replace -8 with -g in the above command. If the text is in Big5 encoding, replace -8 with -b. Good luck!