The
instructions were changed. It seems that Oracle updated the version of java and you need to download the older one. Basically, you will start the download (to setup the cookies and login) then use the link on that page to download the correct version. The installer is then told to use the version you downloaded instead of downloading again.
[edit: looks like I need to download some other updates as well. What I wrote also works as that is what I did yesterday and it worked well.]