ravi_be, java is not as platform independent as we would like to believe. I wrote an applet that only works right in IE but not in Netscape. No one can figure out why either. I hate to say this but, your name does not comply with the Javaranch naming guidelines which can be found at http://www.javaranch.com/name.jsp please register again with a valid name. In particular, you need two names seperated by a space.
The reason that Java is platform independent is the very reason that the JVM's need to be unique for each OS. If you buy a printer, there is a printer driver that you need to install. This printer driver is the communication link between the printer and the operating system. It stands to reason that the driver's "printer-side" face is always the same, but the face that is "Operating System-side" will be different for every OS. One driver for Macs, one driver for Linux, one for Windows.
JVM's are exactly like printer drivers, only they allow a Java program to talk to the OS. So if you want to run a java program, the JVM's "Java-side" face is always the same, but the face for the "OS-side" must be different.
In Java bytecode, "System.out.println" is (probably) the same on every platform, and therefore the "Java-side" face to the JVM needs to understand only one way of receiving this command. But on the "OS-side" face, the operating system determines how you go about showing text. (or printing it out, or turning it into spoken word, etc...)