Well, after posting to USENET, of course, I've dug up some MS JVM info. Here's an interesting bit (from here:

In early 2001, Microsoft settled its lawsuit with Sun Microsystems. Later that year, with the release of Microsoftร‚ยฎ Windowsร‚ยฎ XP, Microsoft began to distribute the Microsoft virtual machine (Microsoft VM) for Java as a downloadable component of Windows XP from Link to Another Microsoft Site http://www.microsoft.com as well as through Link to Another Microsoft Site Windows Update. For some Windows XP users, this meant that the first time that a user encountered a Java applet in Microsoft Internet Explorer, the application would automatically prompt the user to install a Java virtual machine. This install on demand (IOD) system worked well.

In March of 2002, Sun Microsystems sued Microsoft, alleging in part that distributing the Microsoft VM in Windows XP to customers who wanted it via the Web was not authorized by Microsoft's license and therefore constituted copyright infringement. Although we dispute Sun's claim, Microsoft chose to stop IOD as requested by Sun, and did so as of July 10, 2002.

Now that is odd on Sun's part. Look (as stated in my usenet post), as a Java programmer I'm excited to have a VM on Windows boxes as long as they run 100% Java Pure code without a hitch, even if it is Java 1.1.4. Better to open up a java.awt.Frame than a VB Form (or something from Windows.Forms) from a Java programmer's perspective. If I were Sun, I'd want that VM on every Windows box I could possibly get it on, if only to serve as a foothold for Java programmers and the Windows OS.

[To steal more thunder from usenet post] Heck, now we've got two relatively large customer bases with Java 1.1 VMs on it: Mac Classic and Windows 95-XP. Why Sun would do anything to stop this sort of code from being released (with the ability to silently update the box to Sun's JRE, for heaven's sake) is beyond me.