Oh dear, that's not good. First, check you've done the following things correctly, following the right case and quote-marks etc.:
Set the CLASSPATH in Windows or on a Mac/Linux
Set the PATH in Windows or on a Mac/Linux
Check you are in the same directory as the Test.java file. At the command prompt, type:
dir
You should see the Test.java file. If not, download it again and navigate to where it is.
Try this:
javac Test.java
You should see a blank prompt line appear. Try this
java Test
You should the message 'Test run fine' come back.
If none of these things work, try uninstalling and reinstalling the JDK.
Are you seeing an error come back containing the words java.library.path? If so, and re-installing doesn't help, follow the instructions above for adding the CLASSPATH, but add a new environment variable java.library.path, with the value of at least:
c:\jdk\bin;c:\Windows\Sun\Java\bin;c:\Windows\System32;C:\Windows
(You'll need to adjust these to your system, but even if you are on a 64bit system, use c:\Windows\System32; if it exists.)
If none of these things work, and you are working on a version of this course that includes support, drop us an email. Otherwise you may need to contain your local IT support or a good specialist.