You could read the thread that is titled Starting "Java", at the top of this forum. You should have read that before posting. I am going to assume you did not read the rules of this forum either and advise you to. http://www.daniweb.com/forums/thread99132.html
I would suggest not to download the API. You don't need the entire API since you are new to java and it will confuse you. The API is not going to help you learn java.
And you have written a few programs with the notepad try to download a java editor