Good, welcome to java. I need to clarify something first. Java, like most other languages, uses a compiler. You write a java file (.java), using any text editor (notepad). Then, java has 2 programs you'll use: javac.exe and java.exe.
"javac.exe" is java compiler. You run it on a java source file (.java) and it compiles it to a ".class" file. Then, "java.exe" runs that .class file. You should check into setting up your "classpath".
First off, unistall that version. The newest is 1.5, or simply, 5. (update 7)
http://java.sun.com/javase/downloads/index.jsp
Choose "JDK 5.0 Update 7", the third one down (i think). You don't want the NetBeans IDE, especially for beginning. Now let's see if I can find you some tutorials:
First of, the official Java tutorial:
http://java.sun.com/docs/books/tutorial/index.html
It nicely explains Java concepts and compiling. You should start out by using notepad to right your code, or something simple like even TextPad or JEdit(which has syntax highlighting). IDEs only become useful when you get more advanced.
Secondly, some tutorials here, on CompSci:
Both rizzix's and wtd's Intro tuts are good:
Wtd's is all in one: http://www.compsci.ca/v2/viewtopic.php?t=9576
Rizzix' is split:
http://www.compsci.ca/v2/viewtopic.php?t=1082
http://www.compsci.ca/v2/viewtopic.php?t=1133
http://www.compsci.ca/v2/viewtopic.php?t=1534
http://www.compsci.ca/v2/viewtopic.php?t=2033
Do some stuff. Google up "java tutorials" or "learn java". Then, check out the Java Tutorials and Tips section here for more specific tutorials.
Have fun in Java.