On Windows 7, the 64-bit JDK installation skips some files (namely /lib/tools.jar) due to a resolution problem, despite a successful installation message.
Decision
Reinstall JDK 6 using Run as Administrator, then install the EE SDK using Run as Administrator.
As BalusC said, the EE SDK is for the application server and IDE, and both are interchangeable. However, when I started learning EE, I really liked Netbeans 7.x in conjunction with Glassfish 3.1, because they provide many tools and shortcuts that are useful for Java EE beginners.
Final tip
On Windows 7-64 bits, either Netbeans or Eclipse must be started using the Run As Administrator command to either start the Glassfish server from the IDE.
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