1. Download Oracle JRockit Mission Control 3.0.3 with Java version 5.0 for Windows x86 (jrmc-3.0.3-1.5.0-windows-ia32.exe) from the JRockit Download page
2. Double-click the jrmc-3.0.3-1.5.0-windows-ia32.exe file
3. Click Next
4. As Product Installation Directory, enter C:\prog\Java\jrmc-3.0.3-1.5.0
5. Click Next
6. When asked if you want to install JRockit as the public JRE, select No
7. Click Next
8. When the installation completes, click Done