You don't launch it with JRE per se. What you do is that you download whatever version you prefer and extract the folder to the location of your choice on your computer. Go to that folder and doubleclick the .bat file which works like an .exe file and JPCSP will start. Alternatively, you can download the launcher which just reroutes to the .bat file (the launcher comes with some editing options that might improve performance, though).
If you attempt to start JPCSP any other way you are doing it wrong.
As for the OP, attempt to reinstall JRE or get Java 7. If that doesn't work, redownload the rev as it might have become corrupted during the downloading process. Also, scan your computer for viruses and other kinds of crap. Further, you might want to download the program called Xuggle and possibly SonicStage.
If you attempt to start JPCSP any other way you are doing it wrong.
As for the OP, attempt to reinstall JRE or get Java 7. If that doesn't work, redownload the rev as it might have become corrupted during the downloading process. Also, scan your computer for viruses and other kinds of crap. Further, you might want to download the program called Xuggle and possibly SonicStage.