Since I couldn't create a jar with the IDEA itself, and I previously create my project with maven scaffold, I decided to use maven to create executable jar.
To do it I added to the pom.xml:
<packaging>jar</packaging>
<properties>
    <jdk.version>1.7</jdk.version>
</properties>
<name>Project Name</name>
In build tag:
<build>
    <plugins>
        <plugin>
            <groupId>org.apache.maven.plugins</groupId>
            <artifactId>maven-compiler-plugin</artifactId>
            <version>2.3.2</version>
            <configuration>
                <source>${jdk.version}</source>
                <target>${jdk.version}</target>
            </configuration>
        </plugin>
        <plugin>
            <groupId>org.apache.maven.plugins</groupId>
            <artifactId>maven-jar-plugin</artifactId>
            <version>2.4</version>
            <configuration>
                <archive>
                    <manifest>
                        <mainClass>main.Main</mainClass>
                    </manifest>
                </archive>
            </configuration>
        </plugin>
    </plugins>
</build>
And I also had problems with the UI created by GUI-Designer: NullPointerException in the Pane created. To make it work I added a dependency:
<dependencies>
    <dependency>
        <groupId>com.intellij</groupId>
        <artifactId>forms_rt</artifactId>
        <version>5.0</version>
    </dependency>
</dependencies>
After that, I just used mvn package inside project directory on cmd.
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