http://java.sun.com/j2se/1.5.0/download.jspYou want the jdk (Java Development Kit, formerly known as SDK - System Development Kit) not the JRE (Java Runtime Environment, which is what is needed to execute java programs) which does not contain a compiler.
Note that java 1.5 is also called java 5.
If you plan to install PFE, make sure you record the path where the compiler is installed so that you can use it to configure PFE to compile. The path will probably be something like
c:/Program Files/Java/jdk.5.0
You can download PFE directly from here. After downloading the zip file, you can install it by simply extracting the contents of the zip file to a new directory in a suitable location such as "c:\program files\PFE". Once you have unzipped, you will want to make a shortcut to PFE32.exe.
After downloading and installing PFE you must configure it so that it will compile and run java. Instructions on downloading, installing, and configuring it are
Briefly, to configure PFE so that it will compile and run java, you must two things:
c:/Program Files/Java/jdk.5.0/bin/javac