Click on this applet. If it starts, you already have the latest Java-version. If so, go back and continue install Java3D.

If an automatic download starts, let it install itself and you will have the latest Java-version. This is finished when the applet has started. Then go back and continue install Java3D.

If the applet doesn't start and no text box with an automatic download starts either, go to Sun's site and download Java.