What you actually want is the JDK, the Java Development Kit. All you need apart from that is a text editor (Notepad will do, you can also use an IDE). Go to java.sun.com and poke around a bit, you should find installation instructions and a large installer file (~40MB, I'd guess). If you're on a different computer than the one you'll be installing on (I remember you from the Python forum, I believe this is the case), copy down anything you think you'll forget, particularly things to deal with the CLASSPATH. You can also just grab Netbeans (netbeans.org), as you can get that bundled with the JDK. I had issues getting the combined one to install, but YMMV.
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