ActiveX control and Java??

I just connected my new Gateway and when I tried to download java I get this message:
"this site may require ActiveX control: 'J2SERuntime Enviorment 5.0 Update 9' from "Sun Microsystems, Inc.""

When I try to click on it it gives me a warning that if I install ActiveX it may cause all kinds of nasty things to my new PC. Help! Is it safe? I am jonesing for the chatroom but hate to mess up my brand new PC.

Any info will be much appreciated! ~bliz~

Okay... Never mind. I talked to a techie Dom I know and he said it was safe so I am now in chat. Woo woo! :)