After I initially downloaded, a little icon appears to install. While it's insatlling "ISScript.msi.", a pop-up appears. It says that an error occured while downloading the file "www.installengine.com/cert02/isengine.isscript.msi.". The it asks me to retry or cancel. Retrying makes the same thing happn. If anyone can figure this out, thanks in advance.

Have a look at the 'Sticky' (in red text) in this section about MSI Errors & all other installation errors. Chances are you may need to update your installshield engines. But also make sure you're not using the comp or net for other things whilst attempting to install. Your comp sshould have 100% attention & net access during the installation process. Also update your Java 'before' you install LW: Java 1.5 (take the JRE)