Hello all,
You might want to look at this information about User Account Control from Java.
http://www.java.com/en/download/faq/uac.xml
But to answer some questions, even though you are logged on with an Administrator account, Windows Vista and Windows 7 require elevated privilege to install certain things. That is the User Account Control (UAC) function. Usually you would right click on the .exe such as setup.exe or setup.msi file. If you are in a Command prompt, then right click on cmd.exe and select "run as Administrator.".
You can disable UAC temporarily and install Java. Then re-enable UAC and see if that helps to get it installed.
Thanks,
Marilyn
Microsoft Answers Support Engineer
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