Interesting problem. I wonder. Someone else on the forum might know. Try downlding the "Offline" Java version instead. ie: you downld the entire installer to your computer instead of installing over the internet.
Java 1.5 (take the JRE)
If you're only just installing LW for the 1st time, then you'll need to configure Norton to allow LW access! See
Configuring Norton Internet Security & also
Connection problems? Check here first! (click on link) which has tips about your modem/router which may have an internal firewall.