Always get the latest Java Runtime Environment here:
http://java.sun.com/javase/downloads/index.jsp

You should get: Java Runtime Environment (JRE) 6 Update 2 unless you
are developing actual Java code in which case get the JDK 6 Update 2.

Be sure to download/copy the installation instructions, Readme, and
Release Notes before clicking on the donwload link.

On the download webpage, it is necessary to check the Accept button
for the license for anything to happen, otherwise nothing happens.