These doc pages:

 j2se/1.3/docs/tooldocs/win32/classpath.html
 j2se/1.3/docs/tooldocs/solaris/classpath.html
 j2se/1.4/docs/tooldocs/win32/classpath.html
 j2se/1.4/docs/tooldocs/solaris/classpath.html

contain words to the effect that:

    The runtime tools java and jdb have a -cp option, as well. This
    option is an abbreviation for -classpath.

True enough for java, and this may have been true in the past for
jdb, but the jdb in 1.3.x and 1.4 will not accept -cp. You have
to use -classpath.