I assume you got the automatic download page from TCS' link. Try the manual one and see if it makes a difference.
http://www.java.com/en/download/manual.jsp
The Windows online installation download is 1.35M in size and then you would presumably have to stay online whilst the rest of the programme installs. The 'offline' installion file is 14.5M and may be a safer bet. If you can't get either or don't have broadband, let me know and I can bung the full install version on a CD for you.
Otherwise I could send Danny around ... tho he's not PC literate, just Mac potty trained
Regards
Radar