A lot of people seem to be having trouble getting the Java install to 'take'

Try these things:

-Install Java without your browser running.
- Uninstall and Re-install java.
- Make sure "Sun Java Console" is in the tools option
- in internet options->Advanced, make sure the 'use java 1.4.2' box is checked.
- In java plugin options, make sure your browser is checked in the 'Browser' tab'
- Try using Mozilla from mozilla.org or some other browser