- 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
You need to run the offline java download for the MSI to go in this location. To do so, on http://www.java.com, click on downloads in the menu bar. Then click on more downloads link and select the offline version. When you install this, it will unpack the MSI to the location c:\documents and settings\\Application Data\Sun\Java\jre
Hope this helps.