Is your account an administrator account? Try downloading the installer and right clicking it and choose Run as administrator. See if that works. If not (and you are an administrator), try creating a new user account and make the new account an administrator. Now download the installer to desktop. Go back to your original user and see if the downloaded file can now be run.
However, the Run as administrator command only gives you some administrative privileges, and if they're not enough to install Java, to get around this, you need to actually log into an administrator account. Open an advanced command prompt.
Start> In search box type cmd> Right click cmd.exe in results above and choose Run as administrator> In command prompt type:
net user administrator /active:yes
Now log out of your regular account and back in as the administrator, where you should be able to install the program. When you're done, log back into your regular account and, for security purposes, disable the administrator account using:
net user administrator /active:no
A Guy