Please follow these Steps:
Navigate to URL : http://www.bluej.org/
Scroll down and navigate to where it says Download and Install

Click on Blue J Installer under Windows.

Click Run.

Click Next.

Click Next.

Click Next.

Click Next.

Click Install.

Click Finish.
Steps to open the installed Blue J
Click on Windows.
Click on BlueJ.

Blue J prepares to open.

Another window opens. Agree or not, it’s your choice.

Blue J IDE opens.
Congratulations! You have syccessfully downloaded and installed Blue J on your machine.