Well I got the M$ VM at the Windows UpDate Site... Here's My installtion record , Check out the Dates

Successful Monday, July 08, 2002 Q320678: Recommended Update
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Successful Monday, July 08, 2002 Microsoft Virtual Machine
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Successful Monday, July 08, 2002 Windows XP Update Package, October 25, 2001
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Successful Monday, July 08, 2002 Remote Assistance Connection
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Successful Monday, July 08, 2002 Security Update, December 17, 2001
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Successful Monday, July 08, 2002 Critical Update, February 9, 2002
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Successful Monday, July 08, 2002 Critical Update, February 10, 2002
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Successful Monday, July 08, 2002 Security Update, February 12, 2002
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Successful Monday, July 08, 2002 Security Update, February 13, 2002 (MSXML 2.6 and 3.0)
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Successful Monday, July 08, 2002 System Recovered Error Message Update
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Successful Monday, July 08, 2002 Windows Messenger 4.6 Connectivity Update
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Successful Monday, July 08, 2002 Windows XP Application Compatibility Update, April 2002
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Successful Monday, July 08, 2002 Q311967: Security Update
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Successful Monday, July 08, 2002 Q320920: Security Update (Windows Media Player for Windows XP)
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Successful Monday, July 08, 2002 Security Update, February 14, 2002 (Internet Explorer 6)
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Successful Monday, July 08, 2002 Q321232: Security Update (Internet Explorer 6)
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I still prefer to use the Sun Java that Conan links to....it's a Great Cup of Java !