You must have administrative permissions in order to install the Java2
on Microsoft WindowsXP. By this I Hope that you have Installed your
Java 2 JDK1.3 at Drive:\jdk1.3 (for Exam: C:\jdk1.3). To run  java
program from any location you need to set path... you can add path in
windows Xp by following these steps...

To set the PATH permanently: Choose Start, Settings, Control
Panel, and double-click System OR you may start System by right click
on MyCompuer on your desktop and then ckick on Properties. On Dialog
Box shown click on Advanced tab then click on Environment Variables
then in System Variables look for "Path". If you're not sure where to
add the path, add it to the right end of the "Path" in the User
Variables by cliking on edit button. A typical value for PATH is:
C:\jdk1.3\bin (Depends on your instolation drive) Capitalization
doesn't matter. Click "Set", "OK" or "Apply". The PATH can be a
series of directories separated by semi-colons (;).

You have set your path for life time... now you can compile  and run
your java  progeam anywhere in your computer. If this helps then please
leave message at java_official web site.