Online or Offline?

You should now see something like:

Pick "Windows Online Installation" when you get to that choice. Click on a file name that looks something like this:

jdk-6u7-windows-i586-p-iftw.exe

You will get a warning. Click on "Run".

Running that file will download and install various files needed for Java. Click on the default choices when you are asked. (Click on "next" without making any choices.)

A series of alert boxes will pop up telling you the progress of the installation. Mostly you just sit and watch them.