src.zip is the zipped source code of the jdk. After
installed the jdk, open the jdk through window
explorer, unzip the src right into the application.
In that way the system will see the source codes and
you will have something to work  with.

Remembered you have the problem  with *.dll searching
for something but could not find it and thrown out an
error.

Please check if you have all the following after
unzipped src.zip:
j2sdk1.4.1.xx
bin
+demo
+include
+jre
lib
-src
+com
+java
+javax
launcher
+org
+sunw

Before you attempt to write any code.