What are you trying to do? build programs or something?
If so, Eclipse like what the guy states is a pretty good and pretty responsive IDE..
If you want to compile and package stuff out of an IDE, (It's like a Makefiles for Java) - package up the app, setup manifest FILES, use Apache's ANT.
Ant Build scripts also work from within Eclipse.. If you need some sort of Source Code repository, setup a linux box, install CVS and use it as the repository (eclipse supports CVS natively).