I Have The Same Problem, It Installs It Self In The Trash!!!
Or to be more Correct: When The installer Extracts It Self, It installs Three Items In My Trash:
1) A Folder called: "IA JavaInstaller (delete)"
2) A Folder Called: "IA MRJInstaller (delete) "
3) A File Called: "InstallAnywhere SEA.log"

Any Solution For This Problem?