I have experienced one case sensetive problem when I worked with Tomcat in my PC environment.
eg:, I have a directory created, and class file stored as myPro/testServlet, but I keep getting Error from browser, when I changed it to lower case as mypro/testServlet, it worked.
Try to check that and see if that help on your problem.
Hint root\web-inf vs. ROOT\WEB-INF.
have installed above HelloServlet.java in C:\tomcat4.1\webapps\root\web-inf\classes
C:\jakarta-tomcat-4.0.3\webapps\ROOT\WEB-INF\classes\HelloServlet.class