First off - Read The Manual, buy a book or something !
Second. Start again.
open a console /msdos window.
(Don't type the actual quotation marks for the following)
Type "set JAVA_HOME=C:/j2sdk1.4" (The directroy name will need to change to where you installed your JDK)
Type "set PATH=%PATH%;%JAVA_HOME%\bin"
Type "set CLASSPATH=%CLASSPATH%;JAVA_HOME%\jre\lib"
These variables are called "environment variables" and lets the Java compiler and interpreter know where the programmes necessary to compile and run your code live. Thet should ideally be set permanently by going to Start >> Control Panel >> System and finding the tab for "Environment Variables".
Go to a directory such as C:\tmp and create a new file called "Hello.java"
In this file add the code below :
public class Hello {
public static void main(String[] args) {
System.out.println("bonjour de Reda"

;
}
}
Then type "javac Hello.java"
This should have created file called "Hello.class"
Then type "java -cp . Hello"
That should have worked.
If not, I'd give up !