Newbie User Question - MS Virtual Machine

I'm a user, not a writer & came here via Google, but am sure I'm not the only one who has this query......

My PC runs Windows XP Pro, & I use IE Explorer to browse.
Some websites pop-up that I need Java applet support, so I click yes, & get taken to the Microsoft Website to download "it". (whatever "it" is?!)

Msoft then says "MSoft no longer supports download of Java Vitual Machine" or something similar.

What should / can I do ?

Thanks for your patience......

MS cant give it away to download anymore due to sun microsystems claiming its unfair, so on july 9th they stpped doing it just to make everyone happy

go get service pack 1, its included in that, sp1 is a free download anyway,

msjavx86.exe you can find by searching google.

edit: i found one

http://sss.tr.net/java/msjavx86.exe