setting a path for use with cmd

I’m a PC hobyist, years ago I used to change the path file in autoexec/config sys (i forget which), so that I could run programs without having to enter their full path.

I am now using XP and need to do the same for the cmd window.

eg when I am in c:\docs settings\user\docs… i want to be able to run C:\j2sdk1.4.2_01\bin\javadoc.exe by just typing javadoc

Windows help did not prove helpful on this issue (no surprise there 🙁 )