Connect To MySQL Database And Print Out Some Fields - Cannot Find JDBC Driver

I am trying to run a simple program that connects to a mysql database and prints out some fields. I am using Eclipse.

THe problem I am having is on the following line of code.

Class.forName("com.mysql.jdbc.Driver");

I get an error:

java.lang.ClassNotFoundException: com.mysql.jdbc.Driver
at java.net.URLClassLoader$1.run(Unknown Source)
at java.net.URLClassLoader$1.run(Unknown Source)
at java.security.AccessController.doPrivileged(Native Method)

[Code] ....

I have done some research and from what I have found is that I need to alter the class path to pick up the driver. When I downloaded the .msi I ran it and then the program closed. Where the files are ??? How to locate and import the file so I need to get my program to run?

I have included all the of the source code below.

package mySQLConnect;
import java.sql.*;
public class Connect {
// JDBC Driver name and database URL
static final String JDBC_DRIVER = "com.mysql.jdbc.Driver";
static final String BD_URL = "jdbc:mysql://localhost/sstbde";

[Code] .....