Dallas Winter 2003 Sessions from Java Languages Project.
The first two links are PDF files (best for printing).
The link labeled (HTML) may be more suitable for for browsing online.
Eclipse.org to download Eclipse.
Installation is incredibly easy (there is no setup program):
1) Download the zip. Full version is 50 MB (took about 10 minutes on home cable modem).
2) Unzip into C:\Eclipse (or whatever).
3) Create a shortcut to the eclipse.exe. Make the working directory whereever you want your workspace to be.
4) Import the exercies per the instructions in the first lesson and off you go.