Have a look at the Sticky at the top of this section about MSI install errors. Update your installshield engines. Then try again to downld Java. Don't use the net or your computer for anything else during this time. Your computer needs 100% focus on the installation process & be patient. Installation doesn't take too long.
I have doubts about where you want to connect from however. Many schools block p2p.
Which version of LW are you using? I'd recommend the most recent version 4.4.1 it has better firewall detection & setting.
I just noticed this post which might interest you about Sun Java:
http://www.gnutellaforums.com/showth...threadid=33264