This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
The diagram you find linked to from that FAQ 18 shows that the JVM is part of the JRE and the JRE is part of the JDK. If you are on this forum, you will almost certainly need a JDK (=Java Development Kit).