Hey there.
i read the official instruction but it didn´t worked out.
once i started the run.bat it tells me

Autodetecting java
Testing default folder
Checking C:\Program Files\Java\jre6 folder
Found java in C:\Program Files\Java\jre6 folder
Starting java from "C:\Program Files\Java\jre6\bin\java.exe"
Exception in thread "main" java.lang.NoClassDefFoundError: com/mojang/minecraft/
MinecraftApplet
        at java.lang.ClassLoader.defineClass1(Native Method)
        at java.lang.ClassLoader.defineClass(Unknown Source)
        at java.security.SecureClassLoader.defineClass(Unknown Source)
        at java.net.URLClassLoader.defineClass(Unknown Source)
        at java.net.URLClassLoader.access$000(Unknown Source)
        at java.net.URLClassLoader$1.run(Unknown Source)
        at java.security.AccessController.doPrivileged(Native Method)
        at java.net.URLClassLoader.findClass(Unknown Source)
        at java.lang.ClassLoader.loadClass(Unknown Source)
        at sun.misc.Launcher$AppClassLoader.loadClass(Unknown Source)
        at java.lang.ClassLoader.loadClass(Unknown Source)
        at java.lang.ClassLoader.loadClassInternal(Unknown Source)
Caused by: java.lang.ClassNotFoundException: com.mojang.minecraft.MinecraftApple
t
        at java.net.URLClassLoader$1.run(Unknown Source)
        at java.security.AccessController.doPrivileged(Native Method)
        at java.net.URLClassLoader.findClass(Unknown Source)
        at java.lang.ClassLoader.loadClass(Unknown Source)
        at sun.misc.Launcher$AppClassLoader.loadClass(Unknown Source)
        at java.lang.ClassLoader.loadClass(Unknown Source)
        at java.lang.ClassLoader.loadClassInternal(Unknown Source)
        ... 12 more
Could not find the main class: Main.  Program will exit.
ERROR: Failed to run minecraft
JAVA6="C:\Program Files\Java\jre6\bin\java.exe"

thanks a lot for the help
Asatyr