Cannot install JVM using auto-download from Sun Micro. website.

[kwwong wong]

I have a web page which can detect the JRE version in the user's browser. If the user has not installed the JRE, it will auto-install the JRE with auto-download the JVM installer from sun web-site. However, after downloading the package, it start the installer with error.
The error message from Windows Installer is :
This installation package could not be opened. Verify that the package exists and that you can access it, or contact the application vendor to verify that this is a valid Windows Installer package.
Why & How to solved?