This error may be caused when the Microsoft JVM is not installed (System32/msjava.exe) or the classes directory was not successfully copied during installation.
You can download the Microsoft JVM installer, run it and then run either register_spell.bat or install_spell.bat to register the SpellChecker class as a COM object.
If the classes directory was not successfully copied during installation, you can copy it manually. The default location is /winnt/java/classes. You can choose another location, but would need to also modify the path in register_spell.bat or install_spell.bat.