Instructions to install of JVM
http://java.sun.com/j2se/1.4.2/install-windows.html
Source from sun web site for JDK & SDK:
Well I think you need JDK from J2SE and some IDE for development Java
programs (JBuilder, Forte, NetBeans)
JDK = Java Development Kit - if you want to develop or just compile Java
programs (*.java -> *.class -> *.jar)
JRE = Java Runtime Environment - if you want to execute a Java program
Just my simple descriptions:
J2SE = Java 2 Standard Edition - (JDK+JRE) - for common purposes for example
on PCs
J2EE = Java 2 Enterprise Edition -
AFAIK framework and methodology to
produce applications in 3-layer technology (robust applications)
J2ME = Java 2 Micro Edition - (JDK+JRE) - for small devices (cellular
phones, palmtops etc.)
SDK = Software Development Kit.
It follows some fundamental infos from Sun's website:
--------------------------
J2SE
--------------------------
The premier solution for rapidly developing and deploying mission-critical,
enterprise applications, J2SETM provides the essential compiler, tools,
runtimes, and APIs for writing, deploying, and running applets and
applications in the Java programming language.
--------------------------
J2EE
--------------------------
J2EETM technology and its component based model simplifies enterprise
development and deployment. The J2EE platform manages the infrastructure and
supports the Web services to enable development of secure, robust and
interoperable business applications. The J2EE platform is the foundation
technology of the Sun ONE platform and Sun's Web services strategy.
--------------------------
J2ME
--------------------------
A highly optimized Java runtime environment, J2METM technology specifically
addresses the vast consumer space, which covers the range of extremely tiny
commodities such as smart cards or a pager all the way up to the set-top
box, an appliance almost as powerful as a computer.