- Visit The offline download page for Java
- Click on “Agree and Start Free Download”
- Run the .exe you just downloaded
- Wait for the MSI installer to download
- Once it’s downloaded you’ll be asked if you want to install
- At this point, check in C:\Users<username>\AppData\LocalLow\Sun\Java\
- You’ll find the MSI in the subdirectory jre<_version_number_>
More information: http://java.com/en/download/help/msi_install.xml