XP Pro will work  fine, the system path set up similar
to Win 2K. But paid attention to your JSDK version,
XP do not like anything older 1.4.1.xx.

Check your System Path:
1. Click Open Settings/Control Panel/System
2. Select Advanced tab
3. Click Environment Variables/Path
4. Click Edit option

See if you have see something like the following:
*** C:\j2sdk1.4.x.xx\bin\;C:\j2sdk1.4.x.xx\lib\;
If not, please insert them in.

But if you download the JSDK bundle with SunOneStudio,
then you should see something like
C:\sun1studio\j2sdk1.4.x.xx\bin\;C:\sun1studio\j2sdk1.4.x.xx\lib\;C:\<drivername\
javahome>
you create the name

YOu should have java  Web Start on your desktop
environment, else check in the Control Panel for Java
Plugin.

If you prefer different IDE, then have the *** line
in.

If you use Window notepad as your ide, then have the
*** in too.

Oh, have you remember to unzip the src for the
software to work.

If you prefer other OS beside Windows, then feel free
to do so. The more you know, the better as long as
you master them all.