Why Does'nt this work. Its so simple :/

I think I already gave you the answer! You need something like this in Java:

Class Particle {

   int x, y;

   Particle() {  // Constructor. Must be the same
                 // name as the class in Java.

      x = MouseX()
      y = MouseY()

   }

   ... // Other methods

}

Particle particle = new Particle() // Creates one particle
                                   // using the constructor

particle.draw() // draws the particle

How you go about storing multiple particles dynamically is something you'll have to work out I'm afraid.

Ryan