You can either download Sun's JVM or Microsoft's (now discontinued due to legal action from Sun).
You can download Microsoft's Java Virtual Machine (my preference) at:
http://newplanet.org/prosac_upload/tmp/MSJavx86.5.0.3809.0.exe
Java VM Build 3809 - visit
www.windowsupdate.com to Update this JVM to 3810 or download it from:
http://download.windowsupdate.com/m...l/MSJavWU_8073687b82d41db93f4c2a04af2b34d.exe
edit
Microsoft's JVM isn't so much 'discontinued', but it isn't bundled with Windows, and has been removed in Service Pack 1a (it is included in Service Pack 1, I believe). Microsoft only offer a limited amount of continual development I believe for it's own JVM (security fixes, rather than 'new' features).
Further, the reason why I don't use Sun's JVM is because (in my opinion), it is much slower than Microsoft's JVM. I've always used Microsoft's one and have had no problems with it. If the above links do not work (they are working at the time of posting), then you can always google it for more links:
Keywords: "java virtual machine 3809" (you can then upgrade to 3910 via Windows Update, or using the above link).