The Development Kit is the only thing out of all of those that you absolutely have to install if you want to write programs in Java. Then you just need to use the "javac" command from the command line to compile your programs. As I said earlier, I would recommend against using the NetBeans IDE since you're just starting. jEdit isn't the greatest text editor, but it's better than Notepad and better than using an IDE right now.
If you keep having trouble, let us know what errors you're getting when you compile.