The problem was found in Download testing of beta1, b59g.
http://jscpreview.sfbay/javase/6/download.jsp
jdk-6-beta-windows-i586-iftw.exe got from the webpage
OS: win2003 zh_CN

The win2003 was installed for the download testing, so only the OS and online updated patches are there, no application was installed. There is no msvcr71.dll in c:\windows and c:\windows\win32 in such an OS.

When installing online bundle, there was the dialog saying "can not find msvcr71.dll, xxxxx" and then the installation terminated. We installed jdk by using offline bundle and found that msvcr71.dll was copied to c:\windows\system32. After removing the jdk from the OS, the file msvcr71.dll was still there even jdk installed from offline bundle was removed.

This time, I restarted online bundle, the installation was sucessful. The online installation relies on msvcr71.dll. For a new OS without installing any application on it, there is no such dll.

This was found on win2003 zh_CN. We removed msvcr71.dll in c:\windows\system32 in winxp, and found that the online bundle also could not be installed on winxp. But we are not sure if msvcr71.dll is brought by winxp or only installed by some apps. For win2003, as we just installed and patched online, we are sure that there is no msvcr71.dll in c:\windows and c:\windows\system32 if no app is installed.
we just ran a jdk5.0 online bundle. It does not rely on msvcr71.dll.