Newbie - problem accessing DB2 with Java program.

In my installation we have DB2 on a mainframe computer. I am able to
access DB2 from my PC (WinXP) using some utilities. I wrote a Java
program to access DB2, but I am getting errors.
After command:
Class.forName("COM.ibm.db2.jdbc.app.DB2Driver");

I am getting exception:
Exception java.lang.ClassNotFoundException:
COM.ibm.db2.jdbc.app.DB2Driver

I copied db2java.zip and db2jcc.jar files to a default directory of
JBuilder, even to the same directory where I have my program,  but it
did not help.
What I am doing wrong?

Thanks,

Zalek