there are many freeware application servers are available like one from sun also.
database mysql is also open source.
eclipse
IDE can also be downloaded.
You have to install these thing in the pieces only, you will not find all of them in the complete package.
I think a complete application server will comes with its own IDE and JDK also but then it will be paid one take the example
of weblogic ( this comes in its own complete package).
So try to collect things one by one and integrate them.