How did you get there?
On the main page, scroll down to JRE 5.0 update 8. Click on the blue download box. Now you'll come to the JRE download page... accept the license agreement & click on "Windows Offline Installation, multi-language". You'll get the download box popping up & off you go....
I told you in my first post to take the JRE offline installer!!! You're using Windows XP so you'd choose the Windows offline installer.