Hello:
I Downloaded mysql-connector-java-3.1.14-bin.jar (from
www.mysql.com/downloads/api-jdbc-dev.hatml) and added to the classpath (I work with NetBeans 6.0, so I did the last thing right clicking on my project, then selected properties, then in the Properties Dialog, selected the run tab and finally added the .jar file. So it works.
Thank you very much !