what is SQL Loader? and how to do that?

Hi All,
i have a basic understanding about the sqlldr.. but i donno where shud i start to run the sql loader.i'm using oracle 9i.when i type sqlldr in the commad prompt, it will automatically terminated.when i type sqlplus.. i can run properly..do i need to install something b4 start with it? in the oracle program also does have any sqlldr.exe..
this is the error that i got when i try to run the sqlldr:

SQL*Loader: Release 9.2.0.1.0 - Production on Mon Jan 30 08:39:16 2006

Copyright (c) 1982, 2002, Oracle Corporation. All rights reserved.

SQL*Loader-500: Unable to open file (C:\mystates.ctl)
SQL*Loader-553: file not found
SQL*Loader-509: System error: The system cannot find the file specified.

please..coz i'm new in this area

thanks~

I provided you a link in your other post.