Despite what Loreta says, you should be able to just unzip the downloaded file to cs1.jar. When you unzip the file the next step is to "extract" that file out of the winzip program (or whatever unzipper you are using) to any location on your computer you desire -- just keep track of where you extract it to.
Extract the cs1.jar file and store it in the C:\jdk1.3\jre\lib\ext directory (assuming the Java SDK was installed in C:\jdk1.3). This directory is one of the places where the Java compiler and interpreter look for classes that you refer to in your Java programs.
You will likely have to store the JAR file in a second location as well. Store a copy of the JAR file in a similar directory where the Java Runtime Environment (JRE) was stored. If you used the defaults when installing the Java SDK, the second location for the JAR file is C:\Program Files\JavaSoft\JRE\1.3\lib\ext. At one time this second directory was only used in Windows NT and Windows 2000 systems, but now it is needed for all Windows based operating systems.
Once you have the JAR file stored in the correct locations, the compiler and interpreter should be able to find and use the Keyboard class when imported.
http://duke.csc.villanova.edu/jss/keyboard.html
Jerry Ross