alias redmine="java -jar ./RedmineJavaCli-1.1.0.jar $@"
>redmine connect http://your.server/redmine apiKey
You are all set. Have fun :-)
If you are running OS X along with Homebrew installation is even simpler.
brew install https://raw.github.com/albfan/RedmineJavaCLI/master/homebrew/redminejavacli.rb
This will download RedmineJavaCli and setup an according alias for you.
Last but not least connect to your Redmine instance like demonstrated above.