You need to add the JDK directory to your path variable (and not your JRE path, as you do). JDK is usually located in:
C:\Program Files\Java\jdk1.6.0_xx\bin\
Where xxis the update number that you installed. Then just compile HelloWorld using:
C:\Your\dir\where\HelloWorld\Is\>javac HelloWorld.java
JDK, JRE, . JDK , Java Development ( ).