java.lang.ClassNotFoundException

The ClassNotFoundException occurs when a java application is trying to load a class that is not on the 'classpath'.
There are several ways to set the classpath for your JAVA application.

Compile and run from command line

When compiling and executing your application from the command line using javac.exe and java.exe, use the classpath argument:

cd \applicationdirectory
javac.exe -classpath . HelloWorld.java
java.exe -classpath . HelloWorld

The '.' indicates that all classes that are in the active directory should be added to the classpath.
If you also have classes that have to be found on other locations, add them to the argument seperated by a ';' like this:
javac.exe -classpath .;C:\anotherdirectory HelloWorld.java

Compile and run using TextPad

If you are using TextPad to write your first java program (as I did when I wrote my first HelloWorld program), this menu will be quite familiar: TextPad Tools menu item

To configure the 'classpath' in TextPad you go to Configure > Preferences... TextPad Configure menu item

Set the classpath using the parameters field: TextPad Configure window

Compile and run using an IDE (like Eclipse, NetBeans, Borland, ... )

Each IDE provides a way to set the classpath. Have a look at the documentation of your IDE or 'google' for the IDE name in combination with 'classpath'.

Set CLASSPATH system environment variable

Indepandantly of how you compile and run your program, this approach wil always work. However, only use this approach during development and testing.
Create a System environment variable that is called 'CLASSPATH'.
Set the directories that contain the classfiles seperated by a ';'. Restart your system.