I. Java

Download and install Java SDK and JRE at:
http://java.sun.com/javase/downloads/index.jsp

Look for :
JDK 6 Update 3
The Java SE Development Kit (JDK) includes the Java Runtime Environment 
(JRE) and command-line development tools that are useful for developing 
applets and applications.

and click on the “Download” button, that leads to :
jdk-6u3-windows-i586-p.exe  	65.64 MB

Once dowloaded, doubleclick on the file.exe to start the installation.
That should give:
C:\Program Files\Java\jdk1.6.0_03
C:\Program Files\Java\jre1.6.0_03

For Windows XP, Go to:
Sittings - Control Panel - System - Advanced - Environment Variables
Set: 
JAVA_HOME C:\Program Files\Java\jdk1.6.0_03
and the classpath:
CLASSPATH .;C:\Program Files\Java\jre1.6.0_01\lib\ext\QTJava.zip

Test you installation:

On Windows XP: Click on start and run cmd.exe (whcih is the 
Wondows command line) to have the prompt.

Make a directory in C:\, like C:\Java>

Choose a text editor and write (or copy and paste) the 
following program:

class Regards{
static void Display (String Word){
System.out.println("This is the related word:" + Word);
}
public static void main (String[] args){
Display ("Regards");
System.out.println(" All the best of luck.");
}
}

Save it as Regards.java in the C:\Java> directory

Then compile it as:
C:\Java>javac Regards.java
and execute as:
C:\Java>java Regards

The output will be:

This is the related word: Regards
All the best of luck.