Did you download the zipped or the .exe version?
I'm asking because I know that Tomcat 5.5x ships with it's own compiler.
This makes it the first version that can compile JSPs without requiring a full external JDK. I also know that the Windows installer that that ships with the .exe version had been modified accordingly.
The Unix wrapper scripts allow you to set a JRE_HOME if you are running without a full JDK but to the best of my knowlege the windows batch scripts haven't been updated.
http://issues.apache.org/bugzilla/show_bug.cgi?id=32081 Out of curiosity:
Why do you want to run with only a JRE?