Writing Programs with java in 10.3.9

So, I'm trying to teach myself the basics of Java. Here's what I did:
I went to the apple website and poked around until I found what I THOUGHT was the right download. (JavaForMacOSX10.3Update5.pkg). This SEEMS to have created a Java folder (Applications/Utilities/Java) However I can't confirm that it wasn't there before I downloaded and ran the JavaForMacOSX10.3Update5.pkg. Inside this folder are four applications (Applet Launcher, Input Method HotKey and two other PlugIns).
After reading a bunch of stuff about Java it seemed like I needed to be working with the Terminal Application in order to do command line stuff. I wrote a little program in TextEditor, saved it as "HelloApp.java" (like the book told me to) and then went to Terminal to try to compile it.
When I open Terminal, here's what I see:
Last login: Tue Jun 10 19:29:19 on ttyp1
Welcome to Darwin!
[Peter-Booths-Computer:~] peterboo%
I typed in <javac HelloApp.java> and here's what I got back:
error: cannot read: HelloApp.java
1 error
[Peter-Booths-Computer:~] peterboo%
Sooo... my questions:
How do I tell the computer through command line entries exactly WHERE my HelloApp.java file is? On a PC, they do something like cd C:/ to change directories to the location where the file is saved. Is there an equivalent command on a Mac?
I'm not even sure that I've got the Java JDK or JSE or whatever the heck it's called on my computer. Can someone tell me how to figure that out?
Is there a slicker way to compile, run etc. code with Java beside command line stuff in Terminal?
Thanks a TON to anyone who can help me.
Peter Booth
Message was edited by: Peter Booth1

Specify the path in the Terminal; a path will look like ~/Desktop/HelloApp.java if the item is on your desktop; when starting a path, ~ refers to your home folder, while / refers to the top level of the drive. Using 'cd' followed by a path will take you to that location from your current folder unless the path starts with a ~ or /, which work as above.
A path which starts with ../ refers to the folder enclosing the one you're currently looking at.
(32782)

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