Install the Netbeans 6.1 bundle with the JDK.
It will make J2EE apps easy. If you really need j2EE, which I expect you don't. You can do what you want with
JSP and beans, and skip all the J2EE over head.
Go to mysql.com and download their community MySql.
Use
JDBC to connect your application to mysql, and you are set to go.
Deploy it on
Tomcat when you are done with the development.