I finally got it to work. One thing that is unclear is whether or not we need both the 1.4.2 JDK and the 1.5.0 JDK. I thought we would only need one; e.g. we don't need Windows 2000 AND Windows XP so its not clear how the pre-reqs are listed.
In any case, here is what I did:
* Uninstall all Blackberry IDE related stuff
* Uninstall all Java related stuff except the JRE 6 that was installed before I tried any of this
* Install j2sdk-1_4_2_15-windows-i586-p.exe (JDK 1.4.2 version 15)
* Install jdk-1_5_0_12-windows-i586-p.exe (JDK 1.5.0 version 12) I later installed the one that includes NetBeans but I didn't install the NetBeans one to get it to work the first time
* Install BlackBerry_JDE_4.2.1.exe
Now I could run the samples.
I also wanted the Internet to work from the simulated blackberry so I installed BlackBerry_Email_MDS_188.8.131.52.exe the MDS simulator. Close the BB JDE, run the simulator, and open the JDE again then it should work. I tested it by surfing to Google
in the simulated BB browser.
Next I realized that there is no nice way to visually lay out a user interface using the BB JDE, so that is why I later downloaded NetBeans and then NetBeans Mobility pack. I haven't finished this yet, but I am following the instructions that I found here: Blackberry Development Using NetBeans Mobility
This experience has helped remind me why I really like Visual Studio .NET after several years of Java in the mid nineties... I am sure I will get blasted for that comment, but hey, I am all about productivity, and I really don't see myself designing a user interface for a blackberry app purely in code...