Java Virtual Machine was a virtual machine made by Microsoft to help user to run Java programs in Windows if Java Runtime Environment(provided by Sun) is not installed in the PC. So you can either install Sun Java JRE or the Virtual Machine provided. (this is what you could do two years before)
now Microsoft does not provide you with the Java Virtual Machine .... due to some legal wrangles with Microsoft.
JVM is Platform dependent code , which differs for Every Operating System .. ! So the Platform Independent Bytecode can be interpreted by this JVM ...which makes java a platform Independent Language !!