Help with java console

Hi, I tried for ages to download JavaSuns JVM and then the SDK or whatever, totally confused as to what i was even downloading, (think i got that the JVM is the platform that sits ontop of windows/DOS) in an attempt to start learning Java, but it would stall at 8% or something.

Then, i was 'looking around' at stuff in the windows control panel or registry or even the system files and i opened something called Java. Now it's there at the bottom of the View options panel : Microsoft (R) VM for Java 5.0 release 5.0.0.3309

So i guess this is a JVM and i did all that for nothing?

Finally i have a Bloodshed Dev-C++ installed, i was wondering, when you people first started learning Java/C++ where exactly did you start? I feel like an ant about to start climbing a mountain.
Thanks.

Hi,
Its really easy to install java.
To run java allu need is a java JDK(Java Development Kit)
a JRE (Java Runtime Environment)
and a java dedelopment environmet(u can download and development environment like JCreator, netbeans, or eclipse,..there are really many development environmet).
U can dowuload them from the web site of the sun corporation.
Bye.