Exception in thread "main"

I have just installed jdk1.4 and am getting an error when I try to compile
a simple program. The source code is:

/*
this is a simple java program

Call this file Example.java.
*/
class Example {
//a Java program begins with a call to main()
public static void main(String args[]) {
System.out.println("Java drives the web");
}
}

The error Im getting is

Exception in thread "main" java.lang.NoClassDefFoundError: c:\jbg\Example

I get this error when I try to run the program. The program does compile.

Thanks for the help in advance

Sean
sbradley05@snet.net