Thank you for downloading JIRA 4.0.1 - Standalone distribution. This distribution comes with a built-in Tomcat 5.5.28 web server and hsql database, so it runs (almost) out the box.
Install a Java Development Kit (JDK) version 1.5 or above from http://java.sun.com/javase/downloads/index.jsp. (avoid JREs, Java EEs, Netbeans, etc. on that page - you just want a JDK).
Full documentation is available online at:
A common startup problem is when another program has claimed port 8080, which JIRA is configured to run on by default. To avoid this port conflict, JIRA's port can be changed in conf/server.xml.
If you have any installation (or other) problems, please see the resources listed at https://support.atlassian.com.