JDK (Java Development Kit)
For developing or compiling Java programs (*.java -> *.class -> *.jar)
SDK (Software Development Kit)
a common term
JRE (Java Runtime Environment)
For executing a Java program
J2SE (Java 2 Standard Edition)
For common purposes. e.g. on PC
J2ME (Java 2 Micro Edition)
For small devices. e.g. mobile phones, palmtops
J2EE (Java 2 Enterprise Edition)
AFAIK framework and methodology to produce applications in 3-layer technology (robust applications)