Is Java installed on my computer?
Most recent versions of Windows, MacOSX, Linux and Solaris will have Java installed already.
To check for sure, type the instruction java -version on a terminal or similar application and press return/enter. If you have Java installed you will get an answer with the version installed on your computer shown in quotes.
Windows
Use a program like MS_DOS prompt or Command Prompt
These can be found in: Programs -> Accessories -> Command Prompt or Programs -> MS-DOS Prompt

The computer in the above example has Java 1.6 (Java 6) installed.
MacOSX
Use the program called Terminal.
It can be found in: Applications -> Utilities ->Terminal

The computer in the above example has Java 1.5 (Java 5) installed.