Here's a list of the programs we use in the lab with links to the programs or pages that tell you how to install them.
J2SE v1.4.1 - "Java 2 Standard Edition version 1.4.1". Page has links to packages for numerous different operating systems and (human) languages. It contains the Java compiler, the VM, the packages we will use and bunches of other stuff.
Vim 6.1 - This is the text editor that we use in class.
Robocode - This page will walk you through installing it.