First, as BalusC pointed out, you're using the wrong nomenclature. A lot of recruiting and other type companies still use J2EE in order to find candidates, because to them it is just a word, that has the same meaning to Java as .NET Framework does to C#, it doesn't mean Java Version 2 Enterprise Environment. It means experianced Java developer.
If you want to develop Java with an Integrated Development Environment (like Visual Studio) use Eclipse or NetBeans and have those install the environment for you. Otherwise if you are just going to use notepad because it is academic in nature (compiling a hello world example from your prof. using javac), you won't need any more than the bear minimum I'm sure. You won't need an application server or anything to do with JSP.