Did you recently install Windows XP on a machine?
Did you try to experience a website with Java applets?
Did you try to expect IE to download automatically the MS Virtual machine?
...Than you must have seen the message, that Microsoft did no longer support autmated download of VM (you need this to load JAVA scripts). All that because of some legal problems they couldn't solve.
I worked with the whole JAVA package of SUN and experienced nothing more than trouble.
There was allways the way of using Netscape, but i really don't like it, so I decided to search for a better solution.
The best thing i found was ddecirce.com.
On that page you can find a direct link to download Microsofts Virtual Machine.

Have Fun!
http://www.ddecirce.com/download/