Honestly? As a new programmer, you shouldn't use one at all -- not for the first week or two, anyway. In the Java world, the developer ought to know how everything works behind the scenes, and editing and compiling code yourself will teach you this. If you use an IDE from day one, then somewhere down the road you'll get hit by problems that wouldn't be problems if you understood the low-level stuff that an IDE hides from you.
In the Microsoft world it's often different: the IDE does things for you that nobody expects you to understand. Java isn't really like that.
Once you really understand ideas like the CLASSPATH, class files, jar files, etc, in practice, then you can use an IDE to automate things. Eclipse is a very popular open-source IDE. IntelliJ IDEA is a vastly superior commercial IDE. Netbeans has its followers, but isn't as widely used. JCreator and JDeveloper are toys.
We have a forum devoted to discussing IDEs and such; I'll move this
thread there for you. Follow the link at the top of the page to find it.