Edit:
20110904: Not sure why this MSI file does not work any more, but the comment below is correct: the downloaded MSI fails.
I’ve left the text below as is, just in case someone figures out why it fails.
–jeroen
Got the direct download from the error dialog because the network connection got interrupted:
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Error – Java(TM) Installer
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Download Cancelled by User: from=http://javadl-alt.sun.com/u/ESD6/JSCDL/jdk/6u20-b02/jre/jre1.6.0_20-c-l.msi, to=C:\Users\user\AppData\LocalLow\Sun\Java\jre1.6.0_20\jre1.6.0_20-c-l.msi
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OK
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Always convenient having a direct download URL :-)
–jeroen






