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The tool that we use to compile a Java source file into a Java class file is called a compiler. I recommend using an Integrated Development Environment (IDE). An IDE helps you write, compile, run, and debug programs. I recommend using DrJava (from http://DrJava.org). It is free and easy to use. I particularly like the interactions pane (the bottom area) which lets you try out Java code without having to create a class first.
Figure 2: DrJava with the interactions pane at the bottom of the window.¶