Below is a link to a PDF document containing all (or most of the screens) you will find when going through the JDeveloper 11g install on Windows (XP or Server 2003).
The install itself is very easy without many options, so you will not see any commentary alongside the screenshots. However, if you do have questions about it, feel free to ask.
I find myself going through installers sometimes and wondering what all the words were that were flashing in front of me. Someone certainly put some real thought and care into the wizards as well as some of the slight advertising that is generally part of installers like JDeveloper’s. So, this time around, I just included them all for your perusal.