This may be a little lack of integration between Netbeans and Maven.
Doing "Properties->Run and set that Main Class" in the IDE doesn't make Maven to set the main class in the MANIFEST.MF of the generated jar: you have to explicitly say to Maven which is the main class by adding the <mainClass> tag to the configuration of the maven-jar-plugin.
For example if your pom.xml were:
<project
    xmlns="http://maven.apache.org/POM/4.0.0"
    xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
    xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
    <modelVersion>4.0.0</modelVersion>
    <groupId>com.taringamberini</groupId>
    <artifactId>AppTest</artifactId>
    <version>1.0.0-SNAPSHOT</version>
    <packaging>jar</packaging>
    <properties>
        <project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
    </properties>
    <dependencies>
        <dependency>
            <groupId>junit</groupId>
            <artifactId>junit</artifactId>
            <version>3.8.1</version>
            <scope>test</scope>
        </dependency>
    </dependencies>
    <build>
        <plugins>
            <plugin>
                <groupId>org.apache.maven.plugins</groupId>
                <artifactId>maven-jar-plugin</artifactId>
                <version>2.4</version>
                <configuration>
                    <archive>
                        <manifest>
                            <addClasspath>true</addClasspath>
                            <mainClass>com.taringamberini.apptest.App</mainClass>
                        </manifest>
                    </archive>
                </configuration>
            </plugin>
        </plugins>
    </build>
</project>
than in the target directory you would find the AppTest-1.0.0-SNAPSHOT.jar, and you should be able to run:
AppTest/target$java -jar AppTest-1.0.0-SNAPSHOT.jar
Hello World!