From a Sun web page:
Exception in thread "main" java.lang.NoClassDefFoundError: HelloWorldApp
If you receive this error, java cannot find your bytecode file, HelloWorldApp.class.
One of the places java tries to find your bytecode file is your current directory. So, if your bytecode file is in C:\java, you should change your current directory to that. To change your directory, type the following command at the prompt and press Enter:
The prompt should change to C:\java>. If you enter dir at the prompt, you should see your .java and .class files. Now enter java HelloWorldApp again.
If you still have problems, you might have to change your CLASSPATH variable. To see if this is necessary, try "clobbering" the classpath with the following command:
Now enter java HelloWorldApp again. If the program works now, you'll have to change your CLASSPATH variable. For more information, consult the section 5. Update the PATH variable in the installation instructions.
And here is another link I found