Installing JDK and JRE, how?

I am new to Java. So new in fact that after 6 months I still have not managed to accomplish any of the basics concerning JAVA and I am in desperate need to get it to function. Perhaps you can help? On my XP I have downloaded the JDK and successfully set a path, but not a single program ran after it has gone through the compiler? Huh? I just don't get it! So, I have moved on a little bit and I am working off my Vista. I have learnt that the JRE and JDK are not the one and the same. I need BOTH if I want to start programming. I have the JRE 6 installed and working fine but I cannot even download the JDK! What is going on, does everybody encounter these problems or just me? Once, if ever, it is down loaded how do I set the path on Vista? Furthermore, would I need anything more other than the JRE and JDK? I really need help here. Why is JAVA being so problematic and why isn't there a nice and easy starting point? All I want to do is program.

Yep, 6 months is a heck of a long time, but it has not been continuous! I have a second degree in maths to complete. Free time is rare and I have had so much bad advice from people who thought they knew what they were doing. I hope here to make up lost time and get the right advice which I need!

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    It's an extremely important skill to learn how to search the web. Not only will it increase your research and development talents, it will also save you from asking questions that have already been answered numerous times before. By doing a little research before you ask a question, you'll show that you're willing to work and learn without needing to have your hand held the entire time; a quality that is seemingly rare but much appreciated by the volunteers who are willing to help you.
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