Are you installing in an account with Admin rights?
Have a look in the Event Viewer
for any errors at the time when you try to install Java.
To open the Event Viewer go to Start
> Control Panel
> Administrative Tools
> Event Viewer
. Alternately, go to Start
and type in "eventvwr.msc" (without the quotes) and press Enter.
Check in all the categories.
If you find an error that occurred at the time right-click on it and select properties. Copy the information in the window and post it back here. This will help us diagnose your problem.How To Use the Event Viewer