Java setup problem

I’m fairly new to Java programming. I’m trying to
setup a Java SDK on my PIII Win-98 SE system.
After I download Java 2 SDK, SE v1.4.2 from
//java.sun.com and try to run the executable, I
get “This program has performed an illegal operation and will be shut down” message. I have
tried running the executable from both a C:
prompt and from a Window and get the same message.
Has anyone else had a similiar problem or do they
know what’s wrong? Thanks.