First "compilation"- please, help

ok-
so i'm starting with the latest SDK, on my Windows XP laptop.
i'm trying to compile my very first, helloworld program. and all i get is the following error:
"The name specified is not recognized as an internal or external command, operable program or batch file"
now, i've loaded the SDK into the following directory: c:\j2sdk1.4.0
and, i see that to correct this problem, i can either permanantly set the path (help??!) or, just type the following in the DOS prompt:
C:\>j2sdk1.4\bin\javac HelloWorldApp.java
when i try to compile this, i get:
"The system cannot find the path specified"
(is this becuase of that stupid '>' character in the DOS prompt that i can't get rid of?)
please, help.

i have done as you suggested, saving the file as "all files", putting it in double quotes, making sure to call it "HelloWorldApp.java"
and when i try to compile it, i still get the "can't read" error.
i have cut and pasted my DOS session here-
can you take a look at it and see what is wrong?(when i select the "HelloWorldApp.java" file, and choose properties, it says it is this kind of document: File for Forte for Java
(is this my problem?)
(at the end of this, i have put the text of the HelloWorldApp document)
Microsoft Windows XP [Version 5.1.2600]
(C) Copyright 1985-2001 Microsoft Corp.
C:\Documents and Settings\default>cd C:\javatest
C:\javatest>dir
Volume in drive C has no label.
Volume Serial Number is 07D0-0A0D
Directory of C:\javatest
04/05/2002 12:23 PM <DIR> .
04/05/2002 12:23 PM <DIR> ..
04/05/2002 12:28 PM 291 HelloWorldApp.java
1 File(s) 291 bytes
2 Dir(s) 63,762,006,016 bytes free
C:\javatest>cd C:\
C:\>J2SDK_Forte\jdk1.4.0\bin\javac HelloWorldApp.java
error: cannot read: HelloWorldApp.java
1 error
C:\>
HelloWorldApp document:
* The HelloWorldApp class implements an application that
* displays "Hello World!" to the standard output.
public class HelloWorldApp {
public static void main(String args [] ) {
// Display "Hello World!"
System.out.println("Hello World!");

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