How to Use java.exe

I am embarassed to ask this question but I am very new to the using java.exe.
Does anyone know of a document that outlines specificaly how to use java.exe. I have compressed my program into a jar file and am trying to run it from it's own directory. Whenever I try to run anything in the command promt I recieve this message:
Exception in thread "main" java.lang.NoClassDefFoundError:
What does this mean? How should I set up the files /class path to fix this problem ?

Go to the New to Java forum and click on the FAQ. I think "setting up your classpath" is approximately number 1 on the list there.

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