by no means am i an expert but i had problems with jdk1.5.0 for windows installation. i downloaded the latest 1.4.0 version and it worked perfectly. i am guessing that the download they have on the java.sun.com site is not correct or missing some code. if you can use a later version, please try that. if not, then you will need one of the more experienced people to help with your problem.
Time flies like an arrow. Fruit flies like a banana. Steve flies like a tiny ad:
a bit of art, as a gift, the permaculture playing cards