How To download Java2
To download Java2 visit the standard edition java page and follow their instructions. Please note that this is almost 20 megabytes and may take a while to download the whole thing.
Other useful software
UML software: I recommend you down load the TogetherJ software which helps you design UML class diagrams along with producing some Java code related to the diagrams. Rational Rose is another one but it is quite expensive and you can only have a demo version for a limited period.
Java software: There are a number of IDE (Interactive Development Environment) tools. Java's homepage has pointer to some of them. ForteJ is one resource that is free and itself written in Java and thus works on several platforms. Others are Jbuilder by Inspire, VisualAge BY IBM, Visual Cafe By Symantec,Power J By Sybase, J Developer By Oracle, J Developer By Oracle, and Visual J++ By Microsoft.
UML Books: "Understanding UML, The Developer's Guide" by P. Harmon and M. Watson, Morgan Kaufmann publishers is good introductory book on UML with Java code
Java books: For Java reference I recommend the on-line Java Tutorial Book I especially recommend you read the getting started section to learn how to write, compile, and run a java program. Also the book "Java, How to Program" by H.M. Deitel and P.J. Deitel, Prentice Hall, is an introductory book with lots of example codes and a fairly complete survey of Java.
Object Oriented Programming: The text book "An Introduction to Object Oriented Programming" by T. Budd is a good and easy to read text. There is a new version with Java examples.