A word of caution. The code in this article has been tested with HC 0.4. I cannot guarantee that future versions of HC will remain compatible with this version. Your best bet is to stick with version 0.4 while reading this article. Upgrade to a more recent version once you have mastered the basics.
Follow the links to the download area at http://www.ananas.org/hc. You will also need a SAX parser such as Xerces 1.4, on download from http://xml.apache.org/. Although not required by HC, I strongly recommend ANT, available from http://jakarta.apache.org.
You will need to install the hc.jar and xerces.jar (or the JAR to your SAX parser if you do not use Xerces) in your classpath. You will also need to expose ant.bat in your Windows/DOS path.