The problem is that, knowingly or unknowingly, you've set your CLASSPATH environment variable (which Java uses to find .class files), and the value you've set it to does not include "." (dot, meaning the current directory). The best thing to do is to not have CLASSPATH set at all, but if you must set it, then include "." as an entry.
I read Sun's tutorial on running the first cup of Java and they didn't say anything about setting a CLASSPATH. But, I have a CLASSPATH variable already set by another application. Therefore, I added the . (dot) and everything works fine.
And I can't notice how quick the answers are on Javaranch.