HI John!
Either will work. You can also do the compilation directly from the command line. I had difficulty getting my environment all set up. It is a good idea to edit your path in autoexec or using sysedit (if later than win98 or so) to have your java sdk directory included.
I also have had some difficulties with RealJava. I think it was a bad installation, but Jerry suggested I use Text pad (which I have in this latest round of programs). My advice is to try compilation in both your ide and from the command line if you suspect that errors may be caused by the program.
What errors are you getting? If you post them here, I am willing to bet someone would be able to input.
Good luck and don't hesitate to email me directly if you need.
Ken