J2EE is Java 2 for the Enterprise -- this edition consists of the Enterprise APIs such as JMS, EJB, JSPs/Servlets, JNDI.
J2SE is Java 2 Standard Edition -- this edition consists of the core libraries basically all of the packages like java.lang, java.util, etc. This edition is the heart of Java and both J2EE and J2ME depend on J2SE.
Java 2 Micro Edition -- this edition is for programming Java on devices such as handhelds, cell phones, set top boxes, toasters, etc. J2ME can use *most* of J2SE but not necessarily all of the J2SE libraries.
For complete details, go to
http://java.sun.com