Java for J2ME mobile development

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I am planning to start some Java mobile phone development. I downloaded the wireless toolkit, but it asks for the Java SE SDK. I have got to this page - http://java.sun.com/javase/downloads/index_jdk5.jsp. Is a JDK the smae as an SDK? what do they stand for? On the page I think I will need to download the "JDK 5.0 with Java EE". What does the Java EE do for me? If it is unimportant, is it possible to just download what I need?
Also, are there any good tutorials for this? (I am using windows)

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If you are using J2ME 3.0 then here are some requirements: Java SE Development Kit - JDK 1.6 or higher

So, SDK is SE Development Kit.

If you are using the Wireless toolkit 2.2 then here are the requirements: JavaTM 2 SDK, Standard Edition (J2SE SDK), version 1.4.2 - if you plan to do actual development, or JavaTM 2, Standard Edition Runtime Environment (JRE), version 1.4.2 - if you only plan to run the demonstration applications.

Java EE you won't need, unless you are writing some enterprise application that runs on the server-side.

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JDK = Java Development Kit. It's the Java SDK (software development kit). One and the same. One thing you may see in the future that is confusing is the JRE - the Java runtime environment. This is all a non-programmer would need to run Java on their machine. But a developer would need the SDK.

You probably don't need Java EE. That is used mainly for web development.

Personally, unless you are keen on doing Blackberry development, if you want to do Java mobile development I would recommend looking into Google's Android instead.

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NetBeans is probably the best IDE for J2ME development. Start with this thread and you should be on your way.