Please go to http://java.sun.com to download the sdk
from the site.

There are lots of tutorials in sun site.. you can
jumpstart your learning..

If you mail me what type of software  you wants, then i can help  you
to search some site

I have downloaded the java  2 runtime env and java 2 Sdk. can
somebody please advise how to complie and run programs on this.Is
it necessary to set path?

Its not necessary to set path. But you have to go to the directory which
contains javac(compiler) and java, i.e. bin directory to compile and run the
program.

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)