I have downloaded the latest JavaEE SDK for Windows (java_ee_sdk-6u4-windows.exe). I also have set a system variable named JAVA_HOME which holds the absolute path for JDK directory.
While installing JavaEE SDK, I had also to install GlassFish. But, there is a GUI error which do not let me configure the GlassFish server (see the screenshot, http://i47.tinypic.com/34gx8k0.png). Basically, the text fields\boxes have no width for the input.