are you running java HelloWorld in the folder where the HelloWorld.java and HelloWorld.class have been saved. I created a folder of c:\practicaljava\lesson1
cd to that directory and ran java HelloWorld.
I think the "Error: Could not find or load main class HelloWorld" is been return because java can not find Helloworld in the current directory, the option -cp will search the path of directories zip and jar files. This is finding Helloworld somewhere in your directory path.
Hope this helps.