Hi,
  I heard that j2ee must be run on windows2000.Is that ture??
I want to run it on windows xp,how could I do?
  Thank you.

Soso - it works on XP. You don't have to do anything special - just download the parts you need from Sun. Of course you probably need an application server too - so you need to check the supported platform(s) for whichever one you choose.

BTW, you can always run software in "Compatibility Mode" on Windows XP - so even if some software will only work on 2000, you can still use it on XP...

Cheers,
brendan