You may have been puzzled by links in the Java glossary to the X: disk drive. This refers to the drive where you store your program files, for me it is drive F:. Normally you would map the X: to the physical drive/partition where the files really are.
If you map your X you can jump directly to the directories referenced in the mindprod.com website.
Similarly you can set up an J: virtual drive which I map to my E: drive where I keep the JDK (Java Development Kit) and my source code.
Here is the batch file I use to set up the associations, which I run automatically on every boot:
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