You will need a servlet engine (application server) to do that. Apache Tomcat is for free and will do nicely for beginners:
http://tomcat.apache.org/[
^] the next bigger I can think of would be
http://jboss.org/[
^]. There are loads more like GlassFish from Sun and Websphere from IBM.
I'd try Apache Tomcat for starters.
Cheers!