Trouble setting up Java classpath

Saw an error while setting up an application called i2phex:

# ./run.sh
java.lang.RuntimeException: Failed to initialize phex.net.repres.i2p.I2PPresentationManager
        at phex.common.ManagerController.initializeManagers(ManagerController.java:78)
        at phex.Main.main(Main.java:161)

After seeing that I figured it was that I didn't have my classpath set up for java. I've set up classpath's before, but I don't know the directory to link it to. I know java is installed because this works:

# java -version
java version "1.6.0_10"
Java(TM) SE Runtime Environment (build 1.6.0_10-b33)
Java HotSpot(TM) Server VM (build 11.0-b15, mixed mode)

But I checked and don't see a classpath for it:

# echo $JAVA

I also checked "env" and there's no environment variable for it there. Searched for the needed directory in many places sites off Google suggested for a java classpath but I didn't have any of them. Many searches with "find / -name" and came up empty.

PS.- I'm using Backtrack 4 r2 if that helps. (This is Ubuntu Intrepid... old, I know)