CowBoy is absolutely right. You should have JDK , not only JRE.

Download it from here

http://java.sun.com/javase/downloads/index.jsp

Once u download and install it.

Just check if following is set in ur path.

c:\program files\java\jdk\bin (assuming your java bin directory is on this path)

To set ur path

1. right click on my computer

2. goto properties

3. click on advance tab

4. click on environment variables

5. In the System varaibles section  look for PATH . Click Edit and then verify if the above path is set. If not set that path there.

6. To veryfy if u've set the correct path . Type following in command line

java -version

7. Its should give output something like following, depending on which version java u've downloaded.

java version "1.5.0_11"
Java(TM) 2 Runtime Environment, Standard Edition (build 1.5.0_11-b03)
Java HotSpot(TM) Client VM (build 1.5.0_11-b03, mixed mode, sharing)

Let u know if u run into more problemo....enjoy the world of java.