Saxon error message

Hi, 

System: Windows XP, JDK 6, Saxon 8.

I'm new to working with XSLT. I recently downloaded the free Saxon version 8 and JDK.  At first, judging by the error messages generated due to my (initially) malformed XML and XSL files, the processor seemed to be working - at least in terms of its ability to return error messages that I could interpret and fix. 

But after a few progressive cycles of trial and error, I finally obtained an error message that seems to be a showstopper - it's not something that I was able to locate in several online searches. 

Upon entering the following command:

java net.sf.saxon.Transform -o MyFile.html MyFile.xml MyFile.xsl 

The following message was returned:

Exception in thread "main" java.lang.NoClassDefFoundError: net/sf/Transform

Would anyone know what this means or what I could do to get Saxon going? Any suggestions would be most humbly appreciated!