You need working instalation of Java, either J2SE 5.0 (download here, get JDK 5.0 Update 9 with Java EE and it will update it self to Update 12) or use Java SE 6 (download here, get JDK 6 Update 2). Do not forget to set up PATH and CLASSPATH, here is tutorial
Then download Apache Tomcat either 5.5.23 or 6.0.14. (I'm still running 5.5.23 haven't got time or need to change for latest version). While instaling, I do change Tomcat diresctory from C:\Program Files\Apache Software Foundation\Tomcat 5.5 to only C:\Tomcat5.5 it is easier to maintain for me and I do full install wit examples (sometimes they are usefull)
Now you have to decide if you wish to use some IDE (NetBeans, Eclipse, JCreator, IntellyJ) or Windows Notepad is fine with you. I use JCreator LE, which is very simple tool. For some tutorials on Servlets and JavaServerPages check this