Write Once Run Anywhere?

[Steve Cohen]

I have built an application and an applet using jdk 1.1.6 under linux
RedHat 5.0.  Both the application and the applet (which use much of the
same code) compile and work under linux.
When I copy the class files to a Win95 system, they fail with
NoClassDefFoundError.
If, instead, I copy the .java files to the Win95 system and compile them
there, then again, both the applet and the application run exactly as
they did under linux.

Why could this be happening?