Does your WinXP machine have Microsoft's Virtual Machine installed? It's an older, less secure version of Java, but some sites were set up to use it and some computers work better using that version instead of Sun. Since it appears like you've already got the Sun Java uninstalled, you might want to try this.
Check this way:
Click on Start-Run, type "cmd" (without the quotes), then click on OK. When the command prompt loads, at the flashing cursor, type "jview" (without the quotes), then press the "Enter" key. If a window loads with the words "Microsoft Command Line Loader for Java Version 5.00.xxxx", (where xxxx is the version number) then you've already got it installed. If you get an error message, then it's not installed at all. The most recent version of Microsoft's VM is "5.00.3810". If you don't have the most recent version, you can install it from the link below. If you don't have it installed at all, you'll need to install the 3805 version FIRST from the link below, then install the 3810 update.:
http://www.virtualmachine.tk/
After installing VM, or if it's already installed, open "Internet Options" from the Control Panel, click on the "Advanced" tab, then make sure there is a CHECK mark in the box next to "JIT Compiler for Virtual Machine enabled".
No guarantees here, but it's something worth checking.
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It appears like you're doing something a little wrong with the Sun Java download. It should only be about 15 MB. I'm just exploring possibilities here, but here's how I do it:
Click on the link below to access the download site:
http://java.sun.com/j2se/1.4.2/download.html
Once there, click on the "Download J2SE JRE" link just below the "J2SE v 1.4.2_05 JRE includes the JVM technology" heading. At the next page, Accept the license agreement. At the next page, under the Windows platform, select the "Windows Offline Installation/Multi Language" link and it should download a 14.91 MB "j2re-1_4_2_05-windows-i586-p.exe" file to your desktop. Once it's there, shut down all background programs, including your antivirus program, then double click on the file to install Sun's Java.
Hope this helps.
Grif