sven: this is called an
IDE (Integrated Development Environment)
I recommended an IDE for developing in Java. It has a lot nice features and wizards. Also you can quickly see whether some piece of code wouldn't compile, which will be surpressed with warnings (where you can learn from).
Eclipse is the best available freeware IDE. You can download a base Eclipse IDE from eclipse.org, but there are also Eclipse-based IDE's with some more features, funny plugins and wizards, for example
JBoss, ObjectWeb Lomboz, and go so on.
Another kinds of IDE's are: Sun Java Studio Creator and NetBeans. I dislike NetBeans. The Java Studio Creator is okay, but I personally prefer Eclipse (specific: WebSphere Studio Application Developer @ work and Lomboz @ home).
[ October 17, 2006: Message edited by: Bauke Scholtz ]