Missing files in new (J2SE) 1.4.1_01

Hello:
I am having some problems downloading the JAVA development kit.
I have tried it once and saved the JDK.exe file to my computer.I then proceeded to extract the .exe file and sent everything to a default folder called j2sdk1.4.1_<01> . According to the tree this is the folder that contains all the files like i.e. bin, lib, copyright,etc.
However when I looked in the lib subdirectory, the classes.zip folder is missing.
Where is it and should it not be present to do the set CLASSPATH variable so the program can use classes.
If someone can help, I would really appreciate it. I am totally new to JAVA.
Omer Khan

The link I previously posted will take you to a link for setting Classpath. To set Path...
http://java.sun.com/j2se/1.4/install-windows.html#Environment
It might be good to set the Path, but do not set the Classpath until you have more understanding of Java. That assumes that your system does not already have a Classpath set. You can check this by using the command "set" or "set Classpath" at a Command Prompt. If you do not set Classpath, it will default to the currect directory.

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