I always install the proper Sun version from
http://java.sun.com/j2se/1.4.2/download.html
Select the "Download J2SE JRE" option.
I started installing the Sun version when M$ and Sun were having licensing issues and M$ not only stopped distributing their version of Java, if you did a Windows update M$ actually removed Java from the system if it was already installed.
Windows update recognises Sun Java and will not try to overwrite it if found.
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