JDO was a JSR last I looked, suffering badly against the politically (as
opposed to technically) motivated argument for EJB 3.0.
Take a look on jcp.org.

JDO is not restricted to J2EE. Quite the opposite actually.

There is no JDO that comes with J2SE. Perhaps the javax.jdo interfaces
are shipped with J2SE now but that is not an implementation just like
the java.sql packages are not a JDBC implemenation. There is a standard
reference implementation that could be used:
    http://access1.sun.com/jdo/

There are numerous open source, freeware, and commercial
implementations. I'd suggest trying one of these before spending a lot
of time with the reference implementation. Many of them provide better
integration into IDEs and come with associated tools/utilities. Here's a
partial list (in no particular order):

JPOX: http://www.jpox.org/index.jsp
LiDO: http://www.xcalia.com/products/lido_xd.jsp
TJDO: http://tjdo.sourceforge.net/
Kodo: http://www.solarmetric.com/
JCredo: http://jcredo.com/home/index.jsp
XJDO: http://www.spadesoft.com/
PowerMap: http://www.powermapjdo.com/home.htm
FrontierSuite: http://www.objectfrontier.com/jdo/index.jsp
MVCSoft: http://www.mvcsoft.com/index.htm
Speedo: http://speedo.objectweb.org/
Riflexo: http://www.exadel.com/products_jdoproducts.htm
OpenAccess: http://www.versant.com/products/openaccess/jdogenie_is_now/
XORM: http://xorm.sourceforge.net/index.html
IntelliBO: http://www.intellibo.com
JRelay: http://www.objectindustries.com

I didn't include JDO implementations that are only APIs to an OODB (like
ObjectDB). Nor did I include JDO-in-name-only implemenations like Castor.

As for using JDO with SQLServer, JDO implementations use JDBC under the
covers, transforming persistence operations specified through the JDO
APIs into equivalent JDBC operations. For that you'll clearly need an
MSSQL compatible JDBC driver. It would also be best that the JDO
implementation you use understand the native MSSQL dialect as opposed to
just ANSI SQL.

Regards,
Jim Cakalic