compiling .java into .class applets?

I bought a java2 complete book and downloaded the SDK bundle to run the java programs. I wrote the simple “hello.java” program and when I went to compile it in MS-DOS it gave me an error
error: Can’t read: hello.java
1 error

I’m using notepad to write the code and saved it as “txt document” and “all file” both times it gave me the same error.

I know the path statement is right because it ran the demos just fine.

Is there anyway I can save it just as hello.java instead of hello.java.txt?? I think that is why MS-DOS can’t read it cuz it see the .txt at the end of the file name.

Any suggestions??