I have had this issue before with Java programs.
Right click on the Forge Installer file and click Open With and then find your way to the Java.exe which will be saved somewhere in your computer (and make sure you have JAVA 7, you will know if you have it if you find a folder called JRE7 or sommin)
And try open it with that. If not,
in your .minecraft/versions folder. Make a copy of the 1.6.2 folder and rename the copy to "1.6.2_forge" enter the new folder. Rename the 1.6.2.jar file to "1.6.2_forge" and the 1.6.2.json file to the same thing. Now enter the json file using Notepad or Notepad++. Find where it says "ID" and change the following bit that should say 1.6.2 to the 1.6.2_forge.
Download Forge Universal (
http://files.minecraftforge.net/minecraftforge/minecraftforge-universal-1.6.2-9.10.0.842.jar)
and open it click and drag the content of the Forge download into the .jar located in the .minecraft/versions/1.6.2_forge.
You should now have forge installed (make sure you have done this without Minecraft
open)
Make and new profile and change the version to 1.6.2_forge!!! go wild! if you need any help just ask.
