I am using Emacs with JDEE. When I want to compile the current Java file with C-c C-v C-c key binding, I encounter this message and don't compile:
Point `jdee-server-dir' to dir with JDEE jars.
But I can run any Java file with C-c C-v C-r if it is compiled before.
You need the JDEE Server. It works fine for me.