I am working on a application for which i need to connect it to a database. I have chosen postgreSQL. But i cannot connect it to java. Can somebody help. I tried this
http://www.faqs.org/docs/ppbook/x20856.htm
but i don't know how to set classpath.I am currently working with windows xp.

Just follow the instruction on the link you provided. You only need a driver to connect postgre to java.

i have the driver. But where to keep that driver and how to set the classpath?

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