I'm having the hardest time trying to get java to compile in the command prompt, I am using jedit.
I have both jre1.6.0 and jdk 1.6.0_10 downloaded

well, after downloading them you'll also need to install them.
And don't bother with the JRE, it's included in the JDK.

btw, there's no JDK 1.6.0_10... The latest release is _4

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