This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
JVM is platform dependent.
JVM for Windows and say Windows for Linux will be different. The JVM acts as an interface/layer between your code and the OS.
That is why your code becomes platform independent.