Step 1: Download BlueJ at www.bluej.org (This is the Integrated Development Environment [IDE])

Step 2: Download the JDK (Java Development Kit [JDK])
-----------------Click on the link and choose the "Download" option for JDK 5.0 Update with Netbeans...---------
------Be sure it installs into the "Program Files" directory in a directory named Java.

Step 3: Open BlueJ. It will ask for a JAVA version to use. Click on the "Browse" button on the lower left and navigate to the JAVA directory you just installed. Choose the jdk1.5.0_04 directory. Click on the "bin" folder. Click on the "java" file and select okay. It will then appear in the box above. Click on it once and choose "Launch BlueJ". You are good to go!