Update 12/17: The latest build is now 3809 and can be found via Windows Update or by using the Windows Update Catalog (look for 810030: Microsoft VM Security Update or vm under Critical Updates). Full instructions can be found below.
You can also download Java directly from the makers of Java, Sun Microsystems.
Just click here to go to the Sun Java Download Page and click Yes at the ActiveX Security Prompt.
1. Go to the Windows Update web site.
2. Click on "Windows Update Catalog".
3. Click on Find updates for "Microsoft Windows operating systems".
4. Select your OS from the list.
5. Click "Advanced search options".
6. In the text box, type in "VM" but without the quotes.
7. Click the button to search.
8. Click the "Critical Updates and Service Packs (1)" link.
9. There you go, the Microsoft Java Virtual Machine.
Here is a direct link to the latest version (3810). Thanks go to NeO_JAW.