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Java is a interpreted language, which allows it to be run on many platforms, and can even be run inside web pages using java applets.  One of the downsides of using any interpreted language is that it can easily be decompiled, my personal choice for java decompilers, would have to the DJ Java Decompiler with is a GUI for javad

Console Options

javac  - is the java compiler.

For console applications I recommend using TextPad, all you need to do is set up the path to javac.

As you can more advanced with Java I suggest you use Borland's JBuilder.  It is easy to use, and offers tons of options.  Their personal edition is free and will give you a good trial of Java.

A screenshot of the JBuilder IDE, very easy to use.