You may also install Java2 separately from the Sun site.
Consider upgrading it to version 1.4, it's worth the value, due to the impressie gain in performance, which means also less system resources used by any Java2 application.

When installing Java, you opt to change the default Java VM used by Internet Explorer. MSIE comes with the Microsoft VM, which is not compatible with Java2, as it only supports Java 1.1.3 with some variants that make it incompatible with many Java applications, unless they are compiled specifically for the Microsoft VM on Windows or on Macintosh.

No serious application uses the Microsoft VM: it is deprecated, incompatible, instable between versions and patches... Even Microsoft does not use it in any of its products, and Microsft now does not support J++ actively for developers (Microsoft now supports J# which is a distinct language, whose source and syntax is incompatible with Java!!!)

There are many Java applications now, and downloading the free Java2 Runtime is worth the value...