I went to the java.sun.com website to download Java 2 SDK. I selected to save it to my desktop and when it finishes downloading the icon on the desktop is one of those that ask you what program to open it with. I have downloaded like 3 different things and they all do the same thing (the white icon with the Windows symbol in the center of it). Do I need to download anything else or what?

What is the exact name of the file you downloaded, especially the extension.

Here's a run through of what links to click to ensure you're getting the right thing.

1. On the front page there should be a section called "Popular Downloads". Click the "J2SE 5.0" link.
2. Under the section "JDK 5.0 Update 3", click the link saying "Download JDK 5.0 Update 3".
3. This should give you a licensing agreement screen. Move to the bottom and agree to the agreement.
4. Under the "J2SE(TM) Development Kit 5.0 Update 3, Windows Platform" area will be two options - Online & Offline installation. I would choose the Online installation. Then when asked - click run/open, not save.
5. This should kick off the installation process and install Java.

Still answer Scott's question though. Might save you downloading something again.

That process really helps, I think I downloaded the wrong thing in the first place. I didn't know exactly what I was looking for.