Java2 SDK, has inbuild runtime environment in it.

You don't need to install Java2 runtime env, at all,
to execute your programs.

If you are working on windows  OS, then just execute
the java  2 SDK exe file.

After installation, you need to set some environment
variables.

Go to the Desktop->My Computer (right click
)->properties->Advanced->environment variables->create
a new Variable PATH=<home dir of JDK>\bin and another
variable CLASSPATH=<home dir of JDK>\src.zip

Apply and Close.

Open a command prompt and type java -version.

You should get a result like this,

java version "1.4.1_01"
Java(TM) 2 Runtime Environment, Standard Edition
(build 1.4.1_01-b01)
Java HotSpot(TM) Client VM (build 1.4.1_01-b01, mixed
mode)