Jeff,
Welcome to JavaRanch!
I have never heard of such a problem. I'll assume that since you're a mainframe programmer, you're not confused about path settings or directory locations.
I've installed various
Java SDK versions on a number of different computers and have never had a file just turn up missing.
If I were you, I'd probably uninstall any Java SDK that is currently present, then download and install the Java SDK 1.4 one more time.
I wonder how many files might be missing. How many files are in the directory and subdirectories of your Java SDK installation directory? Mine has 1429 files in 187 folders (~64.2MB).