update path in T42 for JAVA

[I get Taurens]

I am using a T42 with WinXp pro
I installed JAVA SDK then I tried to update my cmd window path permanently so that I don't have to typed in the full path everytime, so I followed the description from SUN:
Microsoft Windows NT, 2000, and XP - To set the PATH permanently:
Choose Start, Settings, Control Panel, and double-click System. On Microsoft Windows NT, select the Environment tab; on Microsoft Windows 2000 select the Advanced tab and then Environment Variables. Look for "Path" in the User Variables and System Variables. If you're not sure where to add the path, add it to the right end of the "Path" in the User Variables. A typical value for PATH is:
C:\j2sdk1.4.2_<version>\bin

Capitalization doesn't matter. Click "Set", "OK" or "Apply".
The PATH can be a series of directories separated by semi-colons (;). Microsoft Windows looks for programs in the PATH directories in order, from left to right. You should only have one bin directory for a Java SDK in the path at a time (those following the first are ignored), so if one is already present, you can update it to j2sdk1.4.2_<version>\bin.

The new path takes effect in each new Command Prompt window you open after setting the PATH variable.

The wired thing is that there is no variable named: PATH, so I added a new one, and it did not work, the one that I always get when I do run-> cmd is
c:\> documents and settings\my user name
which I found out is the so called"HOMEPATH", and it is not seen in the environmental variables tab.
How can I change it permanetly? Please help me
Thank you so much