This bit of text in the servlet instructions has a link to Sun for downloading the EE JDK
Download the J2EE SDK(Java 2 Enterprise Edition Software Development Kit) from Sun, and install it. It is a supplement to the JDK you already have installed. You need to include the javaee.jar in your classpath.
I found the download at Oracle, but it has something called Glass Fish. Do I need/want it?