I am new to Java EE. I want to setup Java EE environment to begin developing web applications. I read through articles on internet but they seems to be confusing. My question is that is there any one time installer for Java EE development environment setup? I mean like we have for PHP is that WAMP, XMPP, LAMP etc.
There is no single installer, but two will be enough - you will need an IDE - the most popular are Eclipse and NetBeans. And you will need a Java EE distribution which comes in the form of a Java EE compliant application server - the most popular ones are JBoss and Glassfish. With both IDE and server all you have to do is unpack them into folders of your choice.
The JavaEE distibution of NetBeans already includes GlassFish - even less to do for you ;)
As a prerequisite, you will need an installed JDK, a JRE won't do.
EDIT : In order to control the server and deploy from eclipse you will have to tell it where your application server is - there are according plugins for Glassfish and for JBoss.
I'm not sure about JBoss integration with NetBeans - never done it, but NB intagrates seamlessly with Glassfish.
Glassfish incldes a Derby (JavaDB) distribution, and JBoss includes a H2 DB distribution which both will be enough to start.
Using MySQL or other databases will require a bit of configuration, so if you're just starting - don't bother yet.