odbc jdbc

Hi,
Im a little new to mySQL and this is the first time I have tried to connect to it using Java (or any other language) and I am having problems.
I downloaded and installed the myodbc, no problems there, then downloaded the mm.mysql driver classes and setup my classpath to point to the file. After that I wrote the java code which is correct as far as I know, and compiled. But when I go to run the program I get a class not found error : org.gjt.mm.mysql.Driver and I am using the newInstance() method
Class.forName("org.gjt.mm.mysql.Driver").newInstance();
Can anybody help me, I think im missing a step in the setup process but cant find anything on the web, and this has been going on for a day and a half.
Any tips will be very welcome
Liam