A Bug's Life

Does anyone else get confused about Java/J2SE/JDK/JRE, how they differ, and what bits are needed for what, or is it just me? I'm not finding it at all obvious, a lot of the information I've found (including at java.sun.com) assumes you know which bit you want and are geared towards helping you find the download efficiently. I'm piecing it together. So much of my programming in the last ten years has been on paper rather than in any sort of development environment, I'm not finding it intuitive.

EDIT: I'm not saying "give me links please"; I'm trying to find them for myself :-)

And I have found links! Five of them, with partial information, that I can piece together. It's all a bit 1984, as the pages are mostly undated, and claim "We don't do it like that any more, we do it like this!" which gets confusing when they change something, change it halfway, or change it back in the face of popular demand.