Here are some handy RUN/Command line commands for Windows XP/Vista (winkey + R):

Open DOS window

CMD

Access System Configuration Utility; – change start up programs & services:

msconfig

Access Control Panel

control

Access Registry Editor

regedit32

Access Task Manager

taskmgr

Get version of Windows

winver

Get network information (such as ip); – type this is command prompt (CMD) otherwise it exits the window to fast.

ipconfig

Remote connection

mstsc

Kill process (for example java.exe)

taskkill /IM java.exe

Kill process (for example notepad.exe), confirmation for saving the file

taskkill /IM notepad.exe /F

Shutdown Windows

shutdown -s -t 01

Restart Windows

shutdown -r -t 01

Open a program is just typing in the program name:
firefox, iexplore, notepad,

1. Download the JDK from Sun.com:
http://java.sun.com/javase/downloads/index.jsp and install it to your Program Files. So your path will be: C:\Program Files\Java\jdk1.x.x_x\bin\

2. Set the Java path in your Windows system.
XP:
Start -> Control Panel -> System -> Advanced -> Environment Variables -> System Variables -> PATH.
Vista:
Start -> Control Panel -> System and Maintenance -> System -> Advanced system settings -> Advanced -> Environment Variables -> PATH

Prepend the path were you installed the JDK to the beginning of the ‘Path‘ variable. (when there are multiple variables, seperate them by a semicolon. (C:\Program Files\Java\jdk1.x.x_x\bin;)
Press OK

3. Check your Java version in the command line:
Start -> Run -> Type: CMD
In Command Line Window type:

java -version

The window will output you a message with version information, like for example:

java version "1.6.0_10"
Java(TM) SE Runtime Environment (build 1.6.0_10-b33)
Java HotSpot(TM) 64-Bit Server VM (build 11.0-b15, mixed mode)