if the IE browser already has a JVM running (say 6u45) while you attempt to install a new JRE (say 6u71), the installer will prompt user to close the browser.
Once you are prompted by the installer to close IE, there are two options presented "close browser and continue" (which works ok) or "Later" (which does not work).
Clicking "Later" does not cancel installation, and prompt you to re-login to complete the installation.
If you check from control panel->programs and features, you see that 6u71 being installed.
If you log out and log back in, nothing else changed. java -version
as well as the version test
(http://java.com/en/download/installed.jsp) still returns 6u45.