Well here is what I found:
Installed LW and JAVA on my wifes computer (win98 SE, only 200mhz. processor, you know the rest- older machine but works for her)
She only had the Microsofts Java so I installed Sun version 1.4 to start to see what happens, and the LW free version. As I expected, everything worked fine first try. Downloaded from LW with no problem. So my problem is obviously some setting that went bad in my computer somewhere. But what and where I don't know. All I know is it was working last weekend when I used LW last. So I reverted my Registry back to last weeks startup (upon start up, get into command prompt only, and type "scanreg /restore". You will get a list of saved registry files (I set mine to save 20 restarts worth using TweakUI) and choose the one you want windows to use. And I rebooted and everything works fine (except I had to reinstall Java again because the old registry didn't have the new changed Java installation in it). Bottom line, I don't know what setting or whatever was changed on my system but it works now. Thanks for all the Help L.O.T.R.