How to install Jython?

[David Lees]

I need very basic configuration advice to install jython-21 on my
win98SE box.  I am doing something wrong. I downloaded
jython-21.class.exe but am unable get it do self-extraction.  I gather
that this is not an windows .exe, but some sort of machine independent
self extracting file that you run java to extact.  I open up a DOS
window, go to the directory with the download and type:
java jython-21
and get a message 'Exception in thread "main"
java.lang.NoClassDefFoundError: jython-21'

I know I have java on my system and I even took the trouble of
downloading from the sun site java 1.3.1_04, installing it and typeing
the full path to it and I still get the same message.

Thanks in advance.

David Lees