If you are installing the exe version of the Android SDK you might get a warning message. This message is warning you about not being able to find the JDK. You’ll end up double checking your JDK setup for nothing and wasting time. I’ve seen this happen on Windows XP and Windows 7.
Below is a screen cap of the error you will see:
If you do get this message, just hit the back button and then next button, et voilà