computer tech guys i need your help !!

[Wraggy]

I am trying to install a game from a .exe file and as I load it it tells me that I need to have Java 2 runtime environment 5.0 installed , so I press ok and it takes me onto the next page which then says “installer will open download page for the java 2 runtime environment 5.0 , click download link for J2SE v 1.5.0 JRE (windows installation) and proceed until you installed the package”
The next page says “ after installing java 2 blah blah blah restart setup program”

Right well ive done all that and restarted the comp and everything , but everytime I try to install the program I get the same prompts to download the Java again and the program wont install without it ..

Any ideas
Im running Vista if that helps ..