Executing a JAVA program from a DOS prompt vs the START = RUN dialog

Another novice programmer question...I hope you have the patience...
I have a demo JAVA program that runs fine on my Windows PC when I execute it from a DOS prompt:
K:\COMMON\ITS\STEVEB\java\WhileDemo>java WhileDemo
Count is: 1
Count is: 2
Count is: 3
Count is: 4
Count is: 5
Count is: 6
Count is: 7
Count is: 8
Count is: 9
Count is: 10Can I run this same command from the Windows START => RUN dialog? If I cut an paste the same command, 'K:\COMMON\ITS\STEVEB\java\WhileDemo>java WhileDemo', into the START => RUN dialog I get the following error:
"Windows cannot find 'K:\COMMON\ITS\STEVEB\java\WhileDemo>java WhileDemo'. Make sure you have typed the name correctly, and then try again. To search for a file, click the Start button and then click Search."
Is what I'm attempting to do even possible? Any insights would be greatly appreciated. Thanks.

Will a .JAR keep the window from closing on exit? Nope... creating java-archives (jar's) is just the next step down the "how to publish my java application" road. You will eventually (almost certainly) need to progress that far... but there's no rush.
Compiling to and running from class files will do for now.
If you want a command prompt which stays open then open it yourself... Start ~ run: cmd (on NT, XP, Fista)
See also: "cmd here" is one of the windows power toys: http://www.microsoft.com/windowsxp/downloads/powertoys/xppowertoys.mspx

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