You must choose a web server that supports
jsp & servlet.
There are many servers such as
Tomcat, JRun,Weblogic etc... I think the choice of Tomcat is good cause Tomcat comes with some sample JSPs and Servlets, so you can see how the setup works.
also you would have to download the
J2EE jar files and put them in your class path.
Alternately Tomcat comes along with the Servlet and JSP API. you could put these in the class path too.
It's all you need to get started with development.
Reda