Graphical Development Tools
If the thought of using the command prompt really does sound too troubling for you, don't worry, you can download a free graphical tool with the kind of menues, help and prompts you would expect from a modern system. There is more than one of these type of tools available, but I am going to recommend NetBeans from http://www.netbeans.org . Netbeans itself is a Java program and so will run on many different types of computer from an Apple Macintosh, a Windows machine to a Linux or Unix machine.
Screen shot of NetBeans
Other graphical development tool are the free eclipse IDE from http://www.eclipse.org and in the commercial region there is Jbuilder from Borland http://www.borland.com
Since I started writing this course I have discovered a very nice looking minimal development environment called Dr Java. It combines the virtue of simplicity and the essential functionality for learning Java, the ability to compile, debug and syntax highlighting, you can find out more at http://drjava.sourceforge.net/