When you say SAVE or SAVE AS in Notepad, select "All
files" in the "SAVE AS FILETYPE" combobox. Only then
type in the full name "hello.java"

Alternatively, if you already have hello.java.txt,
open the folder containing your file, in Windows
Explorer.
Change view options to see the "file extensions of
known files" . You should now be able to see your file
as hello.java.txt

click on the file twice (DO NOT Double-Click) and
change it to hello.java by deleting the '.txt'