Help me. I don't know which exe file to run to be able to program

when I downloaded java 1.3.1_02, i think, there are so many 'exe' files that auto-terminates. I do not know which one to run as to be able to go to the programming thing.

To go to a command prompt:
If you are in Windows, open up an MSDOS window
On Unix/Linux, open up a new window.
Write your code in a file called xxx.java (replace xxx by the name of your program, for example, calculator.java) and when you are done, just do:
javac *.java
to compile your code. This creates .class files for all your classes. If there are no errors, then run
java xxx
(assuming xxx is the name of the program, and is the "main")

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