Witch files do I download

Hey all, im new to this engine, and I would love to learn how to use it, but im not sure what I need to download to get started. if any help can be given, it would be most appreciated:D Thanks!

The easiest is to do it through Eclipse:



http://www.jmonkeyengine.com/wiki/doku.php?id=setting_up_eclipse_to_build_jme