Hi sudharsan,
If you downloaded the zip file from
http://www.mysql.com/downloads/download.php?file=Downloads/Connector-J/mysql-connector-java-2.0.14.zip then unzip the mysql-connector-java-2.0.14.zip file and then go into the mysql-connector-java-2.0.14 file and the jar file you are looking for is called mysql-connector-java-2.0.14-bin.jar. Include that in your classpath and load the Class.ForName() with the following parameter... com.mysql.jdbc.Driver.
I have ran into this error multiple times and I believe this is happening for one of two reasons. One, you have inserted the parameter in the Class.forName() incorrectly, Two, you do not have the jar file(mysql-connector-java-2.0.14-bin.jar) set correctly in your path. Hope this helps.
Cheers,
Ryan
SCJP 1.4, SCWCD
Java: The power, elegance, and simplicity of a hand grenade