New to Java

I am still kinda new to the Java language. I have used Java off and on for a several months just trying something new that I've seen someone else use in a book or on the web and then trying to develop my own code for that hack; now I have a problem. Many times when I compile a .java file with MS-DOS, the .class file will not appear and when I try to run the file with the java command, I get a noClassDefFoundError in my main method. What can I do to make my class files show up in Windows Explorer and get rid of the pesky noClassDefFoundError? Thanks in advance for any and all help.