You can't import classes from the default package; the compiler won't allow it. Whether it's legal in the language has been debated, but obviously the official compiler is a de-facto language standard. Older compilers did, in fact, allow this. So don't put classes in the default package. If you're writing a class to be used by other classes, be sure to put it into a named package.
If CClientUIApp isn't already in a named package, then it doesn't need to import "JavaBayes" to use it, so deleting the offending line may help in this case. But basically, you put a package statement at the top of the .java file package mypackage; Then make a directory mypackage and move the .java file into mypackage; then compile using javac mypackage\JavaBayes.java Then use import mypackage.JavaBayes; to refer to this class.