Java Download help?

I'm currently attempting to download Java software for an application I want to use, (http://java.com/en/download/windows_...&host=java.com) but when I perform the installer, it stops at "Downloading Java Installer," with zero progress in the bar. I am perplexed because A) it seems that the downloader freezes at this point, and B) normally I enjoy very fast downloads. So any help would be much appreciated, as I am growing quite frustrated.

EDIT: Nevermind, I finally got the shit to work. And thanks so much for all your stinkin' help. :)