Speaking as a Java developer, I can say: please don't use the MS JVM unless you really, really need to. I understand that it is a little more seamlessly integrated into Windows than the Sun JVM, but it's based on the Sun Java 1.1.4 (ancient history), and it's full of security holes. One of the reasons so many Java apps out there suck is that they have to stay compatible with this ancient JVM. The newer versions of Java released by Sun offer vast improvements for developers (and therefore for the applications they write). And you can download any version of the Sun JRE from their site from the links posted elsewhere in this thread.
(With all that said, the MS JVM would still be a worthwhile addition to the site, as it's that classic popular-but-no-longer-available type application.)
Ivan.