Just a wild idea...
You can completely eliminate the need for tricky "main" and "hello world" as well as even teaching them about compilers to begin with if you start off using JSP. Just install Tomcat and then have them save their files in .jsp files, tomcat will automatically compile and display in a web browser.
The code they write in their scriptlets can then call the objects they learn about in existing packages, as well as the objects they write themselves.
You can save main and System.out for much later when they're comfortable with objects.
This will work even if they know no html; the browser will display just text just fine. It also allows you to postpone all the details about package names, .class files, etc for the third or fourth class instead of the first one.