You created the Web Folder in C:\Java\Tomcat 4.1\webapps\HelloJSP
So the url in IE-address must be
http://localhost:8080/HelloJSP/hello.jsp
If you also can't run the file, it maybe the mistake of "web.xml" that you didn't created in
C:\Java\Tomcat 4.1\webapps\HelloJSP\WEB-INF\web.xml
and if you didn't know the knowlage of xml.
You could create folder in C:\Java\Tomcat 4.1\webapps\examples\HelloJSP\hello.jsp
and url is http:://localhost:8080/examples/HelloJSP/hello.jsp
It would be work well.