Your Best bet is to download the following
1. The Java SDK
http://java.sun.com Download the J2SE 1.4.2
2.Follow the link in New To Java Center
3. Download the Java Tutorial from the same site
4. If you want a full featured IDE I suggest the NetBeans 3.6 from
www.netbeans.org. You can also download a cobundle of the IDE and the SDK from the same site
Welcome to Java