I don't know any reason why Powershell of all things would be coming up to kill the installer, unless you have some kind of anti-malware that's being overeager or malware that doesn't like Java programs.
No, I meant the copy of the file you have. But if that's the page you got it from then it should be correct provided you didn't click on any ads.
Do you own the device you are using or is it administrated by someone else?
It took until now for me to see this edit...
Try this one then:
Get-ItemPropertyValue -Path "HKLM:\SOFTWARE\Classes\jarfile\shell\open\command" -Name "(default)"