You mean the installer gave you this error ?
Then it must be a corrupt download .
Because it is not Windows Installer dependent and does not need a TEMP dir or anything .

If this is an installer error and it is not caused by a corrupt download it's the first time It failed on someones system .

If it is an LW error when you start LW try reinstalling the latest Java runtime .
If you did that already check if the file jawt.dll is present on your system . (Either in the LW , JRE or System dir)
If it is not I'll put a copy in the installer and pload it again .

BTW wich Windows version are you using ?