Where should I put JDBC driver for MySQL

I am trying to connect MySQL with JDBC 2.0 API. I have downloaded the driver file mm.mysql-2.0.4-bin. Where should I put this driver to make it run ?
According to mysql.org, it says "Put mysql.jar in your classpath". I am confuse by classpath. Is it same as the path ? or is another system variable.
thanks for clear my doubt. ^_^

it is a different variable, but also in the same file (autoexec.bat) as path;
set CLASSPATH=%classpath%;C:\JDK1.3.0_02\bin;c:\path\mm.mysql-2.0.4-bin
Jamie

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MM.MYSQL web site cannot be connected. :(
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