At some point, it was decided to unbundle the JavaFX samples from the SDK installer, but the text on the Options panel GUI was not changed and is therefore confusing. It says "To install the SDK in this folder and accept the selected options, click Next." This text needs to be changed to: "To install the SDK in this folder, click Next."

The UE spec has been updated and you can find the panel here:
http://aseng-wiki.us.oracle.com/asengwiki/display/ASUsability/JavaFX+2.0+SDK+Installer+UX+Spec#JavaFX2.0SDKInstallerUXSpec-JavaFXSDKOptionsPanel