is that you have deleted your temporary internet files. AFAIK the Java installation program, which is only 1.3 Mbytes, downloads stuff from the web during installation. If your connection dropped during that process, you may need to start over.
If you want Java for Opera, try downloading the package Opera with Java rather than the separate Java package from Sun. It seems to contain all the necessary code in a relatively small package.(15.7 Mbytes including Opera 7.22)
The Java package takes a lot more space than that on disk. (Over 30 Mbytes)