Jenkins is using mechanism to detect spawned processes and kill them after finishing job, so if you will just start such ad-hoc background daemon process, Jenkins will kill it with warning:
Fortunately, there is easy hack to tell Jenkins ignore such process, just create fake BUILD_ID and start your application, for example, this can be entered into Execute shell build step:
Warning is still there, but process should be fine and running. There is more about it here.
Process leaked file descriptors. See http://wiki.jenkins-ci.org/display/JENKINS/Spawning+processes+from+build for more information
Fortunately, there is easy hack to tell Jenkins ignore such process, just create fake BUILD_ID and start your application, for example, this can be entered into Execute shell build step:
BUILD_ID=dontKillMe nohup java -jar test.jar &
Warning is still there, but process should be fine and running. There is more about it here.