Installing Java Runtime Requires ActiveX?

I recently needed to reinstall the Java Runtime environment on my desktop in order to view sites with Java Applets.  When I went to Sun's download site, I got the familiar Windows XP information bar saying that the site was attempting to install an ActiveX control and the download wouldn't proceed without it.

I find it rather amusing that I would need to install an ActiveX control in order to download the runtime environment who's most common use is to avoid the need for ActiveX controls.  But maybe that's just me.