DIETER ENSSLEN:
>  make it simple

It's not clear to me whether you're trying to use your handheld's file explorer 
or your desktop's file explorer.   I think this
process will be easier if you connect your handheld directly to your desktop 
PC, and use your desktop PC's file explorer to
manipulate the handheld's file system.

If you can do that, then the installation instructions are straightforward.  On 
http://www.jsoftware.com/stable.htm we read:

        1.  unzip in temp folder on desktop computer
        2.  copy j602 folder to Pocket PC \ folder (Confirm File Copy - Yes to 
All)
        3.  copy j602\J602 (shortcut .lnk file [1]) to 
\Windows\StartMenu\Programs   
        4.  Start > Programs > J602.

If you cannot connect your handheld directly to your desktop PC, then you must 
perform the same steps, only using the handheld's
file explorer, and copying from the SD card as a source rather than copying 
from a temp folder on the desktop PC as a source.

Unfortunately, we can't see your handheld's screen, so we cannot give you 
click-by-click instructions.   But I did this a while back
and it was dead easy.   And from your messages, I infer you actually have a 
number of handhelds ([2]) and so (I assume) commensurate
experience with their user interfaces and file navigation tools (which is why 
your phrase " and a few arrows and icons" confuses me
-- presumably these are the file explorer's toolbar, which should not only be 
intuitive but very familiar, if you use your handheld
a lot). 

That said, what I sense from you is a reluctance to get into, for lack of a 
better term, "computer stuff".  So my concern is that,
even if you get J going on all your devices, you're immediately going to hit 
the next hurdle, which is that J is a computer system.
It's chock full of "computer stuff".  

Now, J is many things to many people.   But one thing is it not is a CAS (as 
Devon pointed out), and if you go in with that
expectation you're just setting yourself up for confusion and frustration.  
Yes, one of J's roles is an (note: an) executable math
notation, but if you want to use it that way, you're going to have to change 
your expectation regarding the notation (J deviates
from "standard" math notation intentionally and for good reasons).  

But "math" is not all J is, and if you use it you're going to inevitably going 
to encounter its "computer programming language" role
-- this is canonical "computer stuff".  For example, that's what seems to trip 
you up about spaces [3].  Written mathematical
notation is lenient.  Computer programs are not.  

Anyway, can I ask a silly question?  Why do you immediately want J on all your 
these devices?  I'm curious because, given that a
handheld's IO is so limited and frustrating, I would not want to compound that 
with the frustration of learning  a language I don't
know yet, and making frequent errors.  

That is, I personally wouldn't see the value of having J on my handheld device 
before I learned the language (though I could
definitely see the value of an application written in J on such a device, 
implying J would have to be there too) [4].
  
Do you just want to have J on your handhelds for its own sake?   I can 
understand that, but if that's your reason, I might recommend
deferring the problem of installing it until you've played with J in a larger 
arena for a while, and decided you like it enough to
make the (apparent) frustration of installing it on a small device worthwhile.

-Dan

[1]  Maybe you're having trouble identifying which is the .lnk file in your 
handheld's file explorer?

[2]  Actually, I'm curious, why do you have so many handheld devices?  You just 
like the technology, or do you use them all?  If so,
do they serve different purposes?   

[3]  But, as a general tip, put spaces anywhere you think you might need one, 
and preserve spaces in any code you get from someone
else (e.g. via direct copy/paste).  This won't hurt, and is analogous to "over 
parenthesizing" a mathematical expression when you're
not certain of order-of-operations (e.g. when you were first learning PEMDAS).

[4]  Well, maybe I could/would use it in just immex mode, as a supercalculator; 
immex mode (noun phrase usage) is easy to pick up
and become productive in.


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