Pamela,
The simplest way to verify whether everything is configured to run correctly is to run phpinfo() from your browser. A script that does this is already included with the php distribution in <php4>/sapi/servlet/jinfo.php so you can copy it to your htdocs directory or some other directory visible to your web server and point your browser at it. The java section within the output should tell you if the extension is, in fact, installed and operating.
Another simple way to do this is to simply run the php executable from the command line and point it at the <php4>/ext/java/jver.php file. This will confirm that php can start up the JDK and reference a java class.
If these fail, the next step is to look at your php.ini (specifically, its location and the [java] section within it).
On Win32 (as in your original post) this file should be located in c:\winnt (not c:\winnt\system32). It should contain the entries:
[java]
java.class.path=c:\phprt\php_java.jar
java.library.path=c:\phprt
extension_dir=c:\phprt
extension=php_java.dll
Where c:\phprt is where your PHP runtime files (e.g. php4ts.dll, php_java.dll) are.
On Linux, unless you specified --prefix when you built php and you ran make install, the ini file should go into /usr/local/lib (I believe, althogh I think it can also be anywhere in your PATH such as your working directory). It should contain the entries:
[java]
java.class.path=/usr/local/lib/php_java.jar
java.library.path=/usr/local/lib/php/extensions/no-debug-zts-xxx
extension_dir=/usr/local/lib/php/extensions/no-debug-zts-xxx
extension=libphp_java.so
Where xxx is the date of your distribution.
If you haven't done a make install or if you specified --prefix then adjust the above directories appropriately.
With some JDKs I found that you may have to add some additional information to the above. The java.library.path may need to list all the directories that contain the JRE shared object files (e.g. for the Blackdown 1.2.2. JDK installed in /opt/jdk1.2.2: java.library.path=/usr/local/lib/php/extensions/no-debug-zts-xxx:/opt/jdk1.2.2/jre/lib/i386:/opt/jdk1.2.2/jre/lib/i386/classic:/opt/jdk1.2.2/jre/lib/i386/native_threads). For other JDKs, I found that you might instead need to set LD_LIBRARY_PATH to point to the JDK directories (e.g. for IBM's 1.3 JDK:
export LD_LIBRARY_PATH=/opt/IBMJava2-13/jre/bin:/opt/IBMJava2-13/jre/bin/classic).
If the above all works then the last problem is probably with your own Java code or how you try and use it from php. For example, it is probably not following the requirements spelled out in the <php4>ext/java/README such as having a proper constructor. Alternatively, in your php script, you may not have specified a full path to your class, such as "mypkg.myClass". I'm not certain, but I do not think that the php java extension can locate a class that's in the default package or one that was meant to only run standalone (i.e. it has a main() method).
Good luck and let me know if you have any more problems. I highly recommend that you review the above README very carefully. It has a lot of information which is condensed into a small amount of space so take your time absorbing all the details.
Alex