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The "." (dot) goes in your classpath by all means.
It tells the Java tools to look for class files in the current folder.
Take a look at a classic from johnr, to quote talleyrand, a "kick a** post"
A must read for all here, #inc(self).

I WROTE A SIMPLE PROGRAM "HELLO, WORLD!", I complied it, and i ran it....but cannot run
message says:

Exception in thread "main" java.lang.NoClassDefFoundError: Hello
Press any key to continue . . .

What do i do?

Post the code and the file name because you have an error.