modifying global variables. how?

[martian 0]

Hello there. I would like to ask if someone can tell me how can I modify a global variables or set a new one? Can I do that through modifying a proper configuration file? If yes then where precisely it is located? I was using 'set' command, for example <set PATH=$PATH:/usr/local/java>, but after echoing $PATH no changes were applied. I'm running Fedora Core. thanx

[nebulus 0]

Code:

setenv PATH $PATH:/usr/local/java