Sometimes, by mistake, we(the students) try to execute a Java program without compiling it successfully. If a Java class is not compiled successfully, no class file (a file with extension class) is generated. So we need to compile the Java program at first, then it should be run.
The class might be in another directory or package. The class must be in the CLASSPATH for the successful running.
In another situation along with the above error message you may see "CMD.EXE was started with the above path as the current directory. UNC paths are not supported. Defaulting to Windows directory" and "CMD does not support UNC paths as current directories". You may see this when you run a program by a batch file or by using TextPad etc. This error means you are running a class which is located in a remote machine and you have given the address of the class like \\RemotePC\directory\ClassName. You should bring the class to your PC (if required) to run it. Or if you want to call a class from the remote PC you may use RMI.
If the above solutions do not work for you. Please comment below giving your code. I'll try to respond.