Hi Frank,
The 'try' didn't work...but thanks for helping..
After much research, I have figured out the reason. I upgraded my Win 98 recently to XP recently. In my previous WIn 98 desktop, I have a MS-DOS Prompt shortcut, so, when upgraded the OS, this short-cut remains on the XP desktop.
From my research, Win 98 uses Command.com while XP uses cmd.exe. Both commands treat the filename differently. In Command.com, it doesn't recognise "jdk1.3.1", 'cause it it confused with the many DOTS of the foldername...hence, it says "Invalid Directory". However, XP cmd.exe is about to recognise the "jdk1.3.1" foldername. So, I am using the XP cmd.exe which is activated from the START menu> ALL PROGRAMS> ACCESSORIES> COMMAND PROMPT
I am glad that I have managed to solve these two problems today.....Thanks to JavaRanch, all the members and a very helpful fren called Tony....