ok be careful about your description here your installer, is it the webMethodsInstaller71.EXE or webMethodsInstaller71.JAR? The .exe is the native windows installer, the .jar is the pure java version which runs on all platforms.
If you are using the .EXE file, I suggest you download the .JAR file from advantage and try it. They both do the same thing and when running on windows, look exactly the same.
you can run it via the command
java -jar webMethodsInstaller71.jar
this java version also works on windows, just as the .EXE does.
Give this a try and see if it also gives you an error
#Universal-Messaging-Broker#webMethods#broker#Integration-Server-and-ESB