The Java Developer Kit (JDK) is also sometimes known as the Java SDK (for Software Development Kit). In short, the JDK is the Java base—everything else you'll do is built on it. The JDK contains the Java compiler, the runtime interpreter, the libraries, and other assorted items needed to compile and run Java.
The JDK shouldn't be confused with the JRE, the Java Runtime Environment, which allows a user to run Java code that already has been compiled, but not to actually compile new code.
Begin at Sun's Web site, http://java.sun.com/j2se/1.3/download-windows.html. This will bring you to the Java for Windows page. Find and click the Download button for the Java 2 SDK.
This will take you ...