Most of the programming in the world is done using Object Oriented Programming (OOP), basically OOP treats a coded file like an object, (ie. a thing, a piece of matter). Understanding the theory behind it is crucial to any programmer, novice or expert.
This seems like a good website to get you started on your theory:
http://java.about.com/od/objectorien...troobjects.htm
This article also contains a practical approach to it at the end, do it to make sure you understand everything properly. Here's a
Java editor to help get started.
If you have any questions, feel free to PM me.