this kind of ticks me off. i go download the software(at McDonalds usually), then when i try to install later i get message that i need to be online to install. the SDK did this to me as have other programs lately.
I think you can get the SDK in complete installable form as well as the small version which goes to the web to download the real thing. However it's been quite a while since I had to install the SDK anywhere so that might have changed.
I downloaded Java 7 a while ago, and I think it only came in one version for Windows x86. Looking at my downloads folder, the exe is 80Mb, which seems like it should be the full, self-contained version. It's possible it's still using the network for some other reason though. It's annoying to me that an installer is the only option anyway. I'd much prefer a zip file. What if I want multiple JDKs on my box? Right now, the last one I install "wins" and becomes my official JDK.