Java SE (Java Platform, Standard Edition)

I've recently installed version 1.4 SDK on my Windows 95 machine.

When I type cd c:\java in MS DOS at the prompt, I keep getting the message "Invalid Directory" and can't move forward from there to C:\java>.
The SDK is correctly installed on my C: drive, so I don't understand why the directory location isn't understood.
Could it have to do with the PATH? I followed the installation instructions below, but wonder if I need to type SET PATH=...before the text of the suggested PATH statement below.

Windows 98, Windows 95 - To set the PATH permanently, open the AUTOEXEC.BAT file and add or change the PATH statement as follows:
Start the system editor. Choose "Start", "Run" and enter sysedit, then click OK. The system editor starts up with several windows showing. Go to the window that is displaying AUTOEXEC.BAT
Look for the PATH statement. (If you don't have one, add one.) If you're not sure where to add the path, add it to the right end of the PATH. For example, in the following PATH statement, we have added the bin directory at the right end:
PATH C:\WINDOWS;C:\WINDOWS\COMMAND;C:\JDK1.4\BIN
Capitalization doesn't matter. The PATH can be a series of directories separated by semi-colons (;). Microsoft Windows searches for programs in the PATH directories in order, from left to right. You should only have one bin directory for a Java SDK in the path at a time (those following the first are ignored), so if one is already present, you can update it to jdk1.4.
To make the path take effect in the current Command Prompt window, execute the following:
C:> c:\autoexec.bat
To find out the current value of your PATH, to see if it took effect, at the command prompt, type:
C:> path