There is something of a "contest" between Sun, who I believe originated Java, and Microsoft who've been trying to screw it up since.

You can get Java applets from Microsoft, as "optional updates" if you want, and they may already have installed some on your computer that you can just "turn on" (IE Tools | Manage Add-ons gives you "Enable/Disable Add-Ons" or "Find More Add-ons" options. Java is probably the programming language used for many "applets" that appear there.)

My preference recently has been to get "Java" directly from Sun Microsystems, although I dont' think it really makes a lot of difference.

If browsing in questionable places, I usually use the Enable/Disable menu to turn off Java. Sites that need it usually will pop up a request to enable it, if it's already on your machine; and you can make the choice then about whether to let that site use it.

John