Installation problem - can't make it work

I play chess on my computer. Recently I've been getting a message that I need to click the screen to activate a version of Java (can't remember which it was because even that doesn't happen now!), but that that version had security vulnerabilities. I'm trying to install Java v.7 update 11 from the Java site. I've downloaded it several times and tried to install it and it says it's done it, but it still won't work. I'm going round in circles and can't make out why.

I'm on Firefox 18.0.1