Select the fewest generators sufficient to span M.
Start with 0 and build an ascending chain of proper submodules of M. If such a chain is infinite, let U be the union of these submodules. Now U spans all of M only if it includes all the generators, and if that happens, these generators must appear somewhere in the chain. We have satisfied the conditions of zorn's lemma, and can now select T, a maximal proper submodule of M.
The quotient M/T is a simple R module. Since H maps M onto M, H maps M/T onto M/T.
Replace M/T with R/G, the left cosets of a maximal ideal G in R. We can do this because M/T is simple. Now H lies in J, which lies in G. The action of H drives everything into G. Thus H*(M/T) = 0. This means M/T = 0, whence T is all of M, which is a contradiction. Therefore M = 0.
Let Q be the rationals, with R acting on Q via multiplication. Since everything in Q is divisible by p, JQ = Q. Yet Q is obviously nonzero. Since Nakiama fails, J is not nilpotent, and Q is not a finitely generated R module.