Error reading setup initialization file

I am trying to download and install
J2SE v 1.4.2_04 SDK and
J2SE v 1.4.2_04 JRE
on a Windows XP platform SP1. The machine is a dual XEON 3.0 G machine with 1G of memory.
I downloaded the software and saved it to my desktop. When I double clicked on either application I get a dialog box with the following message...
"Error reading setup initialization file"...This message appears in a dialog box with no header and no lettering in the button to dismiss the dialog box.
I tried looking through the forums and contacting SUN without any success....Can someone help me?

Update to previous post
I found the source of the error. Either the firewall server or proxy server that our site is using had altered the file. Both servers do some type of 'content' filtering for viruses, etc. To confirm this, I downloaded the file while at another site and then compared the two files. There was differences between the two files. The alteration wasn't enought to completely break the executable, but enough so that InstallShield couldn't run properly.

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    I'm getting the following error when trying to install the Java 2 Runtime Environment.
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      SPLevel:                       0
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      ASLOGDIR:                      Log
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      SQLTEMPDBLOGDIR:               <empty>
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      Configuration status:          Passed
      Feature:                       SQL Server Replication
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