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MovieFinder installed to /Applications/MovieFinder. Go ahead and open the Finder to that folder:

You will see MovieFinder.jar and MovieFinderAliasIcon.sit (you may see more files than that).
Double-click on the MovieFinderAliasIcon.sit file, and the icon will be extracted:

Ctrl-click 'MovieFinderAliasIcon' and choose 'Get Info.' Do the same for 'MovieFinder.jar'.
You should see two windows come up:

If you click the actual icon on the MovieFinderAliasIcon window once, it will have a highlight (as shown above).
Choose Edit-> Copy.
Now click on MovieFinder.jar's icon (as shown below) to highlight it. Choose Edit-> Paste.

You will see the change:

You may now close both of the 'Get Info' windows. MovieFinder.jar will now have the MovieFinder icon.

You can drag MovieFinderAliasIcon.sit and MovieFinderAliasIcon to the Trash. You won't need them again.
Ctrl-click MovieFinder.jar and choose 'Make Alias.'

The alias will appear in the folder:

You can rename the alias to whatever you want. The alias below was renamed to MovieFinder.
You can drag or copy this alias to wherever you wish.

Sorry you had to do this, Apple won't let a Java application do this for you. By all means, mail them a letter...
If you still want more information or have a specific question, feel free to send an email to: