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Create a class repository
To simplify maintenance, all your Java classes should be installed in a single directory tree. Unless you already have such a repository, you should create a directory right now, like C:\Programs\java.
Extract the archives
Extract the file xp.jar from the XP archive and copy it to your Java class repository, e.g. C:\Programs\java. Extract the files xt.jar and sax.jar from the XT archive and copy them to the same location.