Yesh. ^^
Here's what you need to do while I'm actually getting instructions, 'kay?
Go to java.sun.com. Roll over the text that says "downloads". Choose "Java SE". There'll be something that says "JDK 6u2" with a download button next to it. You need that in order to be able to make Java programs, and it's completely free. ^^ Press the download button next to "JDK 6u2". Follow their instructions. You need either the Windows Offline, or the Windows Online option. You can choose either one, it doesn't really matter. Then follow their instructions to download and install Java SE.
Once you have that information you need, you need something kinda like Notepad or Microsoft Word so that you can write programs. I use a program called Eclipse, and here's how to download that. Go to
www.eclipse.org. Click on the big button that says "Download Eclipse". xD Click on the link that says "Eclipse IDE for Java Developers". Then follow their instructions to download that. xD
Tell me if you have any problems, and I'll be busy working out a good tutorial for you. :3