Aha - yes this is by design...I believe SP2 will remove that file; I am assuming you're on SP2...correct? Basically MS was required to remove Java from XP last year because of lawsuits filed by Sun Microsystem against Microsoft for including its own implementation of Java in the OS. I'm guessing this is why you won't see that file because it's used by Microsoft's Java machine and I don't see it on my XP SP2 machine either - sorry about the old info, I just took that from an old SP1 post of mine. Did you by any chance try downloading the Windows Scripting host? The reason I ask is because I believe it should have a version of a file I'm thinking could be the cause of the problem:
jscript.dll
from:
http://www.auditmypc.com/process/jscript.asp
The jscript.dll library is required for windows to operate. It is used by windows when running JScript (Micorosft's implementation of Javascript).
...I actually took a look at the site I
think you were trying to hit to look at the train schedule:
http://www.thetrainline.com
One thing worth mentioning is that SP2 greatly affects how IE handles scripting since MS is trying to do a little CYA (cover your assets) for the spyware thing - have you tried changing this site to a trusted site and see if it works then? If so then it's just scripting security which can be set using a custom security set for the Internet zone...just figured I'd mention that!
...this site's using ASP pages so I guess it's probably using MS JScript - I've run into similar problems in the past both with JavaScript and Java itself. I don't think that site's using Java so most likely the problem lies in handling of JavaScript. Windows Scripting Host should have a file to remedy that but you'll have to forgive me since this isn't the kind of problem I come across every day and it's been a while since I've dealt with this specific problem...this fix may only work if you had a 3rd party version of that file showing up in MSInfo - maybe you could check for that file and see the date/company info.
Other things to try:
In Internet Explorer click
Tools-->Internet Options and on the "General" tab click "Settings" then "View Objects"...remove anything in there (these objects can be reinstalled later). Go into the Control Panel and use Add/Remove Programs to remove any Java related software...reboot. After that I would try a reinstall of XP SP2 since the core files for IE should be updated when you run it. Maybe you can knock it back in line this way. You can always grab the latest Java Virtual Machine from
http://java.sun.com
...make sure you only grab the VM - I don't believe you will need any of the runtime environment stuff. Best of luck, hope you find a fix soon!