And it is free! Thanks to those people who work to make programmer's lifes easy!
You can easily configure Notepad tools to create customize commands, here to compile a *.java file create a tool under Java and set up the parameters like in the below picture.
(The C:\Program Files\Java\jdk1.6.0_18\bin should be previously added to the PATH variable)
To run a class file, change the parameters by:
And that's it!