Help with updating PATH variable

Question

I am using a T42 with WinXp pro
I installed JAVA SDK then I tried to update my cmd window path permanently so that I don't have to typed in the full path everytime, so I followed the description:
Microsoft Windows NT, 2000, and XP - To set the PATH permanently:
Choose Start, Settings, Control Panel, and double-click System. On Microsoft Windows NT, select the Environment tab; on Microsoft Windows 2000 select the Advanced tab and then Environment Variables. Look for "Path" in the User Variables and System Variables. If you're not sure where to add the path, add it to the right end of the "Path" in the User Variables. A typical value for PATH is:
C:\j2sdk1.4.2_<version>\bin
Capitalization doesn't matter. Click "Set", "OK" or "Apply".
The PATH can be a series of directories separated by semi-colons (;). Microsoft Windows looks for programs in the PATH directories in order, from left to right. You should only have one bin directory for a Java SDK in the path at a time (those following the first are ignored), so if one is already present, you can update it to j2sdk1.4.2_<version>\bin.
The new path takes effect in each new Command Prompt window you open after setting the PATH variable.
The wired thing is that there is no variable named: PATH in my environmental variables, so I added a new one, and it did not work, the one that I always get when I do run-> cmd is
c:\> documents and settings\my user name
which I found out is the so called"HOMEPATH", and it is not seen in the environmental variables tab.
How can I change it permanetly? Please help me

Answer 1

then I run cmd again, I still get
C:\Documents and Settings\user>set path
Path=C:\JAVA\j2sdk1.4.0\bin
PATHEXT=.COM;.EXE;.BAT;.CMD;.VBS;.VBE;.JS;.JSE;.WSF;.WS
;.pyo;.pyc;.py;.pyw
It did not seem to help. The path variable that cmd
uses remained the same.In Reply #2, you said the set path shows "Path=C:\WINDOWS\System32" Now you say "Path=C:\JAVA\j2sdk1.4.0\bin" That makes it look like changed the path. If you enter "javac" it should run. However, I recommend that you go back into the Environmental Variables and change the Path you added so it says "C:\JAVA\j2sdk1.4.0\bin;C:\WINDOWS\System32"