What version of OS X are you using?
Where did you download that Java kit from?
What are you trying to do with Java here? Apply the Java security patch? Run some web applications that expect Java? Develop Java code with Eclipse or Netbeans? Something else?
Some general background on Java on OS X...
On the supported OS X versions of 10.7 and 10.6, the Java implementation and the updates are fairly transparent. Java installs when needed on 10.7 and (if present) is patched to current when present. If you're current on OS X and running 10.7.3 and Java is not installed, then you won't be offered the (unnecessary) Java update. And if you are on 10.7 and don't have and don't need Java (it isn't installed by default), then don't try to force-install the Java update; that'll install Java.
Java is included and resident and updated as needed on OS X 10.6.
If you're on OS X 10.5, then there is presently no Java security update from Apple, so you are left to disable Java in all of your web browsers. (Or upgrade to 10.6, if your hardware supports that.)
If you are running OS X 10.6 or 10.7, then invoking > Software Update will apply various updates including the Java update, if that update is needed.