Java is the original language developed by Sun Microsystems to allow developers to compile their code once and run it on any platform for which a Java virtual machine exists. A Java virtual machine is a layer that sits between the application and the operating system and translates between the two, similar in some respects to the .NET framework.
JavaScript is a scripting language developed by Netscape to add interactivity and additional features to Web pages. JScript is Microsoft's variation of JavaScript. Despite the name, JavaScript has no connection to the Java language.
J# is a language with "Java-like" syntax to developed to allow Java developers to leverage their existing knowledge on the .NET platform. Since their legal issues with Sun over J++, Microsoft's original "improved" Java for Windows, Microsoft can no longer use the Java name or Logo on their products. I've no doubt that they did not want to produce J#, but they could not afford to just ignore the the large number of Java programmers out there and just hope that they would learn C#.
J2EE is the Enterprise Edition of the Java 2 platform. When you download the Java Run-Time Environment from Sun, you get J2SE (Standard Edition). I've never used it, so I can't speak to the details, but J2EE includes optimised performance and additional tools for large enterprises. My impression is that it is the Java equivalent of the .NET framework and SDK, with maybe some of the features of Visual Studio included.