JVM stands for Java Virtual Machine. The JVM runs Java programs -- you can't run a Java program without one, just like you can't run most C programs on Windows without some flavor of MSVCRT.DLL. You can download Sun's no-cost JVMs for several platforms from http://java.sun.com/j2se/1.4.2/download.html .
Java virtual machine is very important for java language. We know that java is a cross platform language, becaue of after compiling a java souce code(*.java), it would create a btye code(*.class), and be executed by any OS or hardware computers which have been installed the java virtual machine. So the java virtual machine is the key in cross platform. I am new here, please tolerate my poor English.