Using USB mobile broadband on macbook - but no JRE?

I have just today started using a Macbook Pro (love it already!). On my PC, I used USB mobile broadband (with a USB dongle from '3') however when I plugged this into my macbook it told me I couldn't run it because I didn't have JRE installed. However it looks like a bit of a vicious circle, whereby I can't download JRE unless I have an internet connection, but I can't get my internet connection unless I download JRE?

I don't have any other internet connection apart from the USB modem, and don't have access to anything else. Is there any other way I can get round this? Is it possible to download JRE onto a USB stick on my PC and then install it onto my Mac from the USB stick?

Is it possible to download JRE onto a USB stick on my PC and then install it onto my Mac from the USB stick?

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Yes, but make sure you get the latest OS X version.

Here's a link to it (assuming you're running OS X Lion which you likely are since there is no JRE included with it). It can be a bit of a pain to find it so that should save you some time.