I installed Arduino within an hour of installing WinXP SP2 and had not at that time installed any Java. When I clicked on the Arduino icon the hourglass would come on for a second and then nothing. In the Windows Task Manager there is no indication of anything having happened other than a momentary cpu usage of about 7%.
I have since installed Java so that I could view Java stuff in Firefox.
Here is my run.bat file if it helps...
REM --- if you're running out of memory, change the 128m
REM --- (which means 128 megabytes) to something higher.
if %JAVA_HOME% == "" GOTO Error
REM start javaw -ms128m -mx128m processing.app.Base
echo *** Error: cannot execute Arduino
echo *** Reason: lacking the directory where to find Java in your computer
echo *** Fix: Edit run.bat and add the JAVA_HOME directory
echo *** at the 'set JAVA_HOME=""' line
echo *** then call the batch file run.bat in order to execute Arduino