Navigate to the Java website (see Resources).
Click the "Downloads" button at the top of the screen.
Read the terms of the End User License Agreement, then click the "Agree and Start Free Download" button.
Select either "Run" or "Save File" when the pop-up window appears that asks which option you'd like to choose. Choose the folder where you'd like to save the installation file (named jxpiinstall.exe as of October 2010).
Find where the installation file jxpiinstall.exe is saved, and double-click on it to open. Follow the instructions for installing the latest Java software.
Restart the computer when the installation is complete.