Are you getting errors trying to extract the archive or during compile like this? ('jar' or 'javac')
C:\>jar
Bad command or file name
This is because you need to manually setup your PATH variable after installing Java.
In notepad, open the file "c:\autoexec.bat".
Add this line at the end of the file (replace c:\j2sdk1.3\bin with the path to your installation of Java):
path="%PATH%;c:\j2sdk1.3\bin"
Once you have done this and closed any open DOS windows you have, everything should work.