New to Java

I'm having problems getting java runtime environment to install on my machine for some reason. When I get the plugin install window in firefox, it says "failed"... when I try to download it and manually install it by running jxpinstall.exe, the file doesn't start. it says downloading java installer, but nothing is downloading, and I've been sitting here for 20 minutes. I never had a problem on other machines, does anyone know what to do?