The downloaded file is an executable. For Windows, it's an InstallShield executable; for Solaris, it's a self-extracting shell script; otherwise it's a generic zip file.
NOTE: The Windows installation program automatically detects whether or not Netscape Communicator 4.03 or later is installed and then installs JMF for its use! If you are using Netscape Communicator 4.04 or 4.05, then you must install the JDK 1.1 patch for Netscape Communicator before you can run any JMF applets. Netscape Communicator 4.06 or greater already supports JDK 1.1 without the patch.
If you are installing the JMF Performance Pack for Solaris SPARC
If you are installing the JMF Performance Pack for Linux
If you are installing a zip file