Platform: Windows 32-bit
Build : J2SE 1.4.2 Mantis b-08
Bundle: J2sdk.exe, j2re.exe (full & web bundles)
Location : /java/re/jdk/1.4.2/promoted/beta/b08/bundles/windows-i586

Re Produced in: Win NT 4.0 SP6a

To Reproduce:
Install mantis SDK/JRE in a Windows Nt 4.0 machine with out Windows Installer 2.0.
 Setup fails giving the following error message.
"An error occurer while downloading the file http://www.installengine.com/Msiengine20/instmsiw.exe. What would you like to do?"

But it is possible to manually go to the above URL through Internet Explorer and download Windows Installer 2.0. Proxy settings were set properly.

This problem is there from mantis b03.