Go to
https://www.virtualbox.org/ and grab a copy of VirtualBox. Get Ubuntu 11.10 from
http://www.ubuntu.com/ and burn the ISO onto a dvd. Now create a new VM and set it to boot off the dvd drive, restart it, and install Ubuntu. Note that I have no particular reason for recommending Ubuntu. You could use Debian, or something else. It's up to you. Google around and you'll find plenty of info on various distros.
Once you boot into Ubuntu you can install everything you need either from the command line using aptitude (i.e. ~$/apt-get install "whatever") or you can open the Ubuntu software center from the launcher bar and search for packages there.
You can easily Google up specific instructions for the following, but anyway install Java (1.6 JDK and JRE), Eclipse, and maybe MySQL or some other database. That's pretty much it. I set up an Ubuntu VM for Python/Django/Android development the other night in maybe an hour.