Sun Microsystems will always try to improve the Java language, and as a result will release new versions of the JDK. The downloads are ranked so that the latest versions are at the top of the list.
Tip: Updates can sometimes be called "Beta". These are versions that are going through a user testing phase, and are likely to contain bugs that will cause your computer to crash. Avoid them until you become extremely comfortable with the Java language.
The latest version is "JDK 6 Update 14". Click on the "Download" button.
