This is what i got from the stack trace:
C:\jdk1.3.1_01\bin>javac testconnj.java

C:\jdk1.3.1_01\bin>java testconnj
JDBC Driver Error
java.lang.ClassNotFoundException: com.mysql.jdbc.Driver
at java.net.URLClassLoader$1.run(URLClassLoader.java:200)
at java.security.AccessController.doPrivileged(Native Method)
at java.net.URLClassLoader.findClass(URLClassLoader.java:188)
at java.lang.ClassLoader.loadClass(ClassLoader.java:297)
at sun.misc.Launcher$AppClassLoader.loadClass
(Launcher.java:286)
at java.lang.ClassLoader.loadClass(ClassLoader.java:253)
at java.lang.ClassLoader.loadClassInternal
(ClassLoader.java:313)
at java.lang.Class.forName0(Native Method)
at java.lang.Class.forName(Class.java:120)
at testconnj.main(testconnj.java:4)