Unless you have linux;-)
That's not true, the jvm is available for Linux.
I think he was referring to the not hard part. Meaning he feels lots of things about Linux are hard.
It's not hard to install: http://www.java.com/en/download/manual.jsp
OK, I installed it. But really, why should that be necessary just to test the internet speed?
Does the newer Windows or latest Mac OS X have that pre-installed?