SEVERE: java.lang.ClassNotFoundException: com.mysql.jdbc.Driver

I have written a sample Java EE program (Web App) in Netbeans to connect to a MySQL db and fetch data. My program is below :

package A;

import java.io.IOException;
import java.io.PrintWriter;
import java.sql.Connection;
import java.sql.DriverManager;
import java.sql.ResultSet;
import java.sql.SQLException;
import java.sql.Statement;
import java.util.logging.Level;
import java.util.logging.Logger;
import javax.servlet.ServletException;
import javax.servlet.annotation.WebServlet;
import javax.servlet.http.HttpServlet;
import javax.servlet.http.HttpServletRequest;
import javax.servlet.http.HttpServletResponse;

/**
 *
 * @author Somnath
 */
@WebServlet(name = "myservlet", urlPatterns = {"/myservlet"})
public class myservlet extends HttpServlet {

    /**
     * Processes requests for both HTTP
     * <code>GET</code> and
     * <code>POST</code> methods.
     *
     * @param request servlet request
     * @param response servlet response
     * @throws ServletException if a servlet-specific error occurs
     * @throws IOException if an I/O error occurs
     */
    protected void processRequest(HttpServletRequest request, HttpServletResponse response)
            throws ServletException, IOException {
        response.setContentType("text/html;charset=UTF-8");
        PrintWriter out = response.getWriter();
        try {
            /* TODO output your page here. You may use following sample code. */

        Class.forName("com.mysql.jdbc.Driver");
        String url = "jdbc:mysql://localhost/demo";
        String user = "root";
        String password = "";
        Connection con = DriverManager.getConnection(url);
        Statement st = con.createStatement();
        ResultSet rs = st.executeQuery("SELECT * FROM user_table");


        if (rs.next()) {//get first result
            out.println(rs.getString(1));//coloumn 1
        }













        } catch (SQLException ex) {
            Logger.getLogger(myservlet.class.getName()).log(Level.SEVERE, null, ex);
        } catch (ClassNotFoundException ex) {
            Logger.getLogger(myservlet.class.getName()).log(Level.SEVERE, null, ex);
        } finally {            
            out.close();
        }
    }

    // <editor-fold defaultstate="collapsed" desc="HttpServlet methods. Click on the + sign on the left to edit the code.">
    /**
     * Handles the HTTP
     * <code>GET</code> method.
     *
     * @param request servlet request
     * @param response servlet response
     * @throws ServletException if a servlet-specific error occurs
     * @throws IOException if an I/O error occurs
     */
    @Override
    protected void doGet(HttpServletRequest request, HttpServletResponse response)
            throws ServletException, IOException {
        processRequest(request, response);
    }

    /**
     * Handles the HTTP
     * <code>POST</code> method.
     *
     * @param request servlet request
     * @param response servlet response
     * @throws ServletException if a servlet-specific error occurs
     * @throws IOException if an I/O error occurs
     */
    @Override
    protected void doPost(HttpServletRequest request, HttpServletResponse response)
            throws ServletException, IOException {
        processRequest(request, response);
    }

    /**
     * Returns a short description of the servlet.
     *
     * @return a String containing servlet description
     */
    @Override
    public String getServletInfo() {
        return "Short description";
    }// </editor-fold>
}

However when I run the servlet directly, I dont get the output in browser. Instead I have this error in my Glassfish Server Log.

SEVERE: java.lang.ClassNotFoundException: com.mysql.jdbc.Driver
    at org.glassfish.web.loader.WebappClassLoader.loadClass(WebappClassLoader.java:1509)
    at org.glassfish.web.loader.WebappClassLoader.loadClass(WebappClassLoader.java:1359)
    at java.lang.Class.forName0(Native Method)
    at java.lang.Class.forName(Class.java:188)
    at A.myservlet.processRequest(myservlet.java:48)
    at A.myservlet.doGet(myservlet.java:95)
    at javax.servlet.http.HttpServlet.service(HttpServlet.java:668)
    at javax.servlet.http.HttpServlet.service(HttpServlet.java:770)
    at org.apache.catalina.core.StandardWrapper.service(StandardWrapper.java:1550)
    at org.apache.catalina.core.StandardWrapperValve.invoke(StandardWrapperValve.java:281)
    at org.apache.catalina.core.StandardContextValve.invoke(StandardContextValve.java:175)
    at org.apache.catalina.core.StandardPipeline.doInvoke(StandardPipeline.java:655)
    at org.apache.catalina.core.StandardPipeline.invoke(StandardPipeline.java:595)
    at org.apache.catalina.core.StandardHostValve.invoke(StandardHostValve.java:161)
    at org.apache.catalina.connector.CoyoteAdapter.doService(CoyoteAdapter.java:331)
    at org.apache.catalina.connector.CoyoteAdapter.service(CoyoteAdapter.java:231)
    at com.sun.enterprise.v3.services.impl.ContainerMapper$AdapterCallable.call(ContainerMapper.java:317)
    at com.sun.enterprise.v3.services.impl.ContainerMapper.service(ContainerMapper.java:195)
    at com.sun.grizzly.http.ProcessorTask.invokeAdapter(ProcessorTask.java:860)
    at com.sun.grizzly.http.ProcessorTask.doProcess(ProcessorTask.java:757)
    at com.sun.grizzly.http.ProcessorTask.process(ProcessorTask.java:1056)
    at com.sun.grizzly.http.DefaultProtocolFilter.execute(DefaultProtocolFilter.java:229)
    at com.sun.grizzly.DefaultProtocolChain.executeProtocolFilter(DefaultProtocolChain.java:137)
    at com.sun.grizzly.DefaultProtocolChain.execute(DefaultProtocolChain.java:104)
    at com.sun.grizzly.DefaultProtocolChain.execute(DefaultProtocolChain.java:90)
    at com.sun.grizzly.http.HttpProtocolChain.execute(HttpProtocolChain.java:79)
    at com.sun.grizzly.ProtocolChainContextTask.doCall(ProtocolChainContextTask.java:54)
    at com.sun.grizzly.SelectionKeyContextTask.call(SelectionKeyContextTask.java:59)
    at com.sun.grizzly.ContextTask.run(ContextTask.java:71)
    at com.sun.grizzly.util.AbstractThreadPool$Worker.doWork(AbstractThreadPool.java:532)
    at com.sun.grizzly.util.AbstractThreadPool$Worker.run(AbstractThreadPool.java:513)
    at java.lang.Thread.run(Thread.java:722)

Can anybody help me in executing my program successfully !! Thanks.