It used to be the Google Toolbar and now it's either MSN/Bing, Yahoo and (I think) Open Office.
See here for another screenshot of mine and scroll down to my comment. It was just happening with the
www.java.com installer but now it will happen with all of the installers but not all of the time.
It's also strange that Sun and Microsoft would partner up since Open Office is a threat to the entire line Microsoft Office software.