). Are you trying to install this from a Mcaffee subscription where it downloads the file prior to installing? If so, you need to contact them for assistance. Sometimes it is a problem with your subscription information on their servers. You do not need Java installed to use that software.
For Java in IE you should have seen a message to enable it at the bottom of the screen in IE like the protected mode disabled message in your picture. Did you see it and click ENABLE or maybe just closed it without making a selection?
I'm not positive about how that would look in the IE Internet Options settings since I do not have Java installed on any Windows 8 machines.
Does anyone else here have Java installed on Windows 8 and could help MosaicSwirl double check his settings in IE or perhaps the Java applet in control panel?