WinXP does not come with Java support because of a suit by Sun.

Test Java: http://www.fitwise.com/testjava.asp
Sun version
http://java.sun.com/getjava/installer.html
http://java.sun.com/j2se/1.4.2/download.html
MSJVM Transition FAQ
http://www.microsoft.com/mscorp/java/faq.asp

OK, we're getting closer but it is still very difficult to understand
you. If English is not your first language, consider posting your
question in a newsgroup for your native tongue. Here is a list of all
the MS newsgroups:
http://aumha.org/nntp.htm

Otherwise, post back and include all details such as the exact text of
the error message you get when you try to install Java. Make sure you
have gone to the game's website and installed any patches and looked
for known issues in the game FAQ and on game forums.

Here is a link to help you craft a good newsgroup post:
http://www.dts-l.org/goodpost.htm

It will show you the kind of details you should put in your post so you
can get accurate and helpful answers.

Malke