The JVM starts when you type java MyClass at the command line. The JRE contains the environment (dll and exe files) that are used for other things as well, like the applet plug-in.
JavaBeginnersFaq "Yesterday is history, tomorrow is a mystery, and today is a gift; that's why they call it the present." Eleanor Roosevelt
Those are the largest trousers in the world! Especially when next to this ad: