i haven’‘t installed on windows in a long, long time and i don’'t know what the exe is doing but it might be trying to verify there is a compatible jdk installed - make sure your jdk is of the 1.5 variety.
running “java -version” will tell you which java the system is picking up.
do you have a problem to install the wildfire_2_5_1.exe file? Maybe it got corrupted during download, you may download it again or try the .zip file if you have a SUN 1.5_06 JDK installed.