Windows makes this task anything but intuitive for beginners. Basically, the system path allows you and other executables to access programs when they aren't in the same directory as the command-line is. This allows you to access a program without typing in its location.
Navigate to your control panel. On most computers you:
For example, a portion of my system path looks like:
Most people have fairly large system paths (especially developers <grin>), and you should leave everything as it is and just add in your semicolon and path. Adding things to the system path is a very good thing to know how to do, as it speeds up command line usage, and is handy for fixing problems in programs that require a directory to be in the system path.
Now, rather than typing:
You can type: