J2SE 5.0 Update 6 install keeps failing.

Why do I keep getting an error stating:

Java Update cannot be installed on this machine because the directory you have chosen to install is locked.

Please close any browser or application that is using the directory you have chosen for installation.

I have tried closing applications and rebooting. This does not help. Choosing a new directory does not help. I even tried the latest 1.42 and that fails the same. What's the problem here? How can I work around this? This started happening yesterday when my system tray notified me of the update. I downloaded the install exe file this morning and see the same problem.

[644 byte] By [ksgetting] at [2007-11-26 6:14:15]