I do have actuall jar file in my classpath. In fact, I even tried setting it at compile time like this:
java -classpath .;PATH\lib.jar -jar tiny.jar
tiny.jar is a pre-compile example that comes in the zip file. When I unzip the file, and run it from that directory with that command line, it runs perfectly. However, if I copy the sample file to another directory, and try to run it with the same command line, it gives me the previous error.