SDK, JDK, JRE,

Hi everyone,
I'm very very new to Java etc. I want to learn JSP/Servlets.
Now I see I need to install software, I see things as SDK, JDK, JRE what is this all? What do I need?
I tried to find the info but there is so much information I'm not sure what I'm looking at. So I thought if there is any expert here that can clearly explain what the difference is between SDK, JDK, JRE.
Thank you very much!!
Regards,
Steven.

JDK:     When you download Java, you will get a couple of tools: the compiler, a tool to generate documentation, a tool to change security settings and a tool to run compiled Java programs (class files). All of these tools bundled together is called the Java Development Kit (JDK). If you want to create your own Java program, this is what you need. Later we will show you where you can get the JDK, and how you should use it.
SDK:      Since the introduction of JDK version 1.2, a different name is used for the Java Development Kit: Java 2 Software Development Kit (SDK).
JRE:      The Java Runtime Environment (JRE) is part of the JDK. It contains only those tools that are needed to run java programs. It does not contain the compiler. Therefore it is a lot smaller than the JDK. If you develop a Java program for someone else, you are allowed to give him the program and the JRE so he can run your program. Officially you are not allowed to distribute the JDK, but anyone can download it freely from internet. The JRE for Windows also contains the Java plugin.
from: http://www.win.tue.nl/~marko/java/
To get Java set up, follow the tutorial "First Cup of Java":
http://java.sun.com/docs/books/tutorial/getStarted/cupojava/

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