Cannot instal JRE on Desktop

[sureshd]

I have a Desktop, HD 40 GB, RAM 1.2 Gb;
Operating System Windows XP Version 2002, Service Pack 2.
I use IE, Netscape and Opera. The problem is applicable to all the three Browsers.
When I opened a site with Graphs and images, the page did not open completely; there was a message in the Yellow Box at the top:
“Additional Plugins are required to display all the media on this page.”
The page contained a Link: “Install missing Plugins”
After I connect to the Link, the following message appears:
“Plugin Finder Service
No suitable Plugins were found.”
This screen also has a Link: “Find out more about Plugins or manually find suitable plugins”
After I connect to this Link, it takes me to the page containing Java Runtime Environment
Download Links. (One such website which had graphs on the webpage, but did not display any, had also prompted me to instal JRE plugins)
I have 2 Choices:

(1) Online Installation: downloads the file : jre-6u3-windows-i586-p-iftw.exe
I run this .exe file and then get the following messages:
(a) Windows Installer
Preparing to install…
(b) This Installation package could not be opened. Verify that the package exists and that you can access it, or contact the application vendor to verify that this is a valid Windows Installation package.

(2) Since Online Installation has failed, I go to the second choice, of Offline Installation. I download the file: jre-6u3-windows-i586-p-s.exe
I run this .exe file from my HD and then get the following messages:
Windows Installer
Error applying transforms. Verify that the specified transform paths are valid.

As you can see, I did not even reach the stage of choosing standard/Custom Installation.

So question remains: How do I install JRE? Can some Expert help me? I shall be obliged!

[Brothersoft]

Well, I doubt that your installation packs are not complete, have you ever try to install the java virtual machine, not the JRE, try this
http://www.java.com/getjava/
Generally, JRE is for software development, JVM is for common use.