If you really have some need to use an IDE, you can use Sun's Studio (used to be Forte). Personally, I use IntelliJ, but it is not a freebie. Of course, for the majority of java you'll be developing in an intro course, notepad will be fine. If you REALLY want to impress the nerds, download and install cygwin. It's a unix emulator for windows. Then use vi to develop your code.
Quick rundown:
1) download and install the latest jdk from
http://java.sun.com2) set your PATH environment variable to be x:\path\to\jdk\bin where x is the drive you installed the jdk
3) test it by opening a dos window and typing javac -help.
4) open notepad
5) type the following test class in:
public class Hello {
public static void main (String[] args) {
System.out.println("Hello World");
System.exit(0);
}
}
6) Save that as Hello.java
7) Compile it with: javac -classpath . Hello.java
8) run it with: java -classpath . Hello
9) If you see Hello World, you've successfully installed the jdk on your pc.