java installed with XP?

i am at a site that i visit frequently and it uses a java applet window. but i recently installed xp and now when i get to the site it tells me that i need to install java virtual machine. so i click on the install button and I get redirected to a page that states: "We're sorry. Automatic installation of Microsoft Virtual Machine is no longer provided for Microsoft Windows XP." So I scour the Windows website and find nothing but messages for me to check windows update. so i install ALL of them 40 megs worth and java still isn't installed. ***? anyone know of a workaround?

I just installed "The Microsoft virtual machine" on July 7th from the Windows update site. Try it again...

(Microsoft VM) enables you to see and interact with Java applets. It creates a special place for the applets to run where they won't interfere with the rest of your system.

http://java.sun.com/j2se/1.4/download.html

Go do the Windows Update to get Java automatically.