Cannot establish mysql database connection with j2ee application

Hello All,
I started studying J2EE technology about a month back. I have this simple application involving a couple of servlets and jsps. The code is from a reliable source , so I know that there is nothing wrong with the prog code. Now the code uses a simple database, where I am stuck! I just can't connect to the database Mysql.
I downloaded Mysql database from the mysql site.
I downloaded JDBC driver for mysql from the same site.
Can somebody please tell me which files(from the driver that I downloaded) have to be unzipped to jar files to be set in the class location?
Any help is highly appreciated.
Thanks
Starting WithJ2EE

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