Are you sure C:\Jazz is the correct folder?
As Alex noted, you need to have a spaces between the "cd" and the directory to which you wish to change.
Also, what operating system are you using and what kind of computer do you have? If you have Windows XP or a semi-fast computer (like 400MHz or higher, maybe), JJ1 will not work properly and you'll have to do some other things to get it to work.
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With our extreme gelatinous apology,
We beg to inform your Imperial Majesty,
Unto whom be dominion and power and glory,
There still remains that strange precipitate
Which has the quality to resist
Our oldest and most trusted catalyst.
It is a substance we cannot cremate
By temperatures known to our Laboratory.
~ E.J. Pratt
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