Make shure your MySQL database is runnig ( I sometimes forget I switch it off)
I'm using Windows XP and my JDBC connector is in "C:\Program Files\Java\jdk1.6.0\jre\lib\ext" plus you should place there servlet-api.jar and jsp-api.jar which you can find in your Tomcat directory (in my case C:\Tomcat 5.5\common\lib)
This should take care of the problem, if no you still can chceck if you installed everything correctly on this site

One thing, you SHOULD NOT use JSP for connection to your database but you should use servlets. JSP is still capable of connecting to DB but this is left there for back compactibility with some old components. If you use book you should get newer edition, if is it teacher tell him/her to update his/her notes