It happens with IE 8.
This looks really bad to the end user. It happens with IE8. For each IE window (windows task manager shows 2 PID). The same issue was reproducible with "application" version of FIU dialog.

I guess we need to kill the parent process in order to kill the IE. We are trying to kill the tap process of IE.

How to reprodcue this issue:
1. Install 6u10 and onwards release of JRE (Base JRE)
2. Launch IE Browser which loads some applet. (http://www.babynamewizard.com/voyager).
3. Make sure Java Console is not displayed
4. Invoke the installer (6u18).
5. Navigate through the installer.
6. Verify the following in File in Use dialog.
      * Verify File in Use dialog showing "Windows Internet Explorer" only.
      * Verify on clicking "Close Browser and Continue", another message window with (OK and Cancel button) is popped up.
      * Verify that on clicking cancel button in popped up windows control comes back to File In Use dialog.
      * Verify that on clicking OK button in popped up windows, IE browser window is closed.
  
Expected Behavior:
IE should be closed and installation should be sucessfull.

Actaul Behavior:
FIU dialog keep showing "Windows Internet Explorer"

While trying this sceanario, once I have found that after trying for too many times leads to install failure (the install error was becz of unzipping core file faild).
This is even worst becz users will end up with no JRE.