newbie: using alias, and have it save my settings

i am new redhat...in this case I am using redhat 9...and I am trying to
use alias to make things a bit easier for me. however, once I use it
to setup a command, as soon as I exit the terminal and open
another...the alias's are gone.

For example, I do..
alias java="/usr/java/j2sdk1.4.2_03/bin/java"

....but later on once I close the terminal, it goes away...how can I
store these settings permanately?

thanks