I have downloaded different version of it and none will install. Here is the list of files that i have downloaded.

j2re-1_4_2_03-linux-i586.bin
j2re-1_4_2_05-linux-i586.bin
j2re-1_4_2_03-linux-i586-rpm.bin
j2re-1_4_2_05-linux-i586-rpm.bin

None will open with the Destop's 'Archive Manager' so they won't self install.
What else can I do?
I'm a complete noob here and really wanting to make Linux work, but without Java I'll have to go back to Windoze.
Is there somewhere I can go and get the instructions on how to do this? I've been looking for hours on the site here but all I can find is how to setup the symbolic link and not how to install it directly.

Thanks for any help you can give.

By convention I install things in /usr/local and I usually give my user ownership over that dir, but you can put it were ever you want just change things acordingly.

mv j2sdk-1_4_2_04-linux-i586.bin /usr/local/

cd /usr/local

chmod 777 j2sdk-1_4_2_04-linux-i586.bin

./j2sdk-1_4_2_04-linux-i586.bin

agree with terms

rm -rf j2sdk-1_4_2_04-linux-i586.bin

ln -s j2sdk1.4.2_04/ java

cd ~

Add to .bashrc or .bash_profile...............

JAVA_HOME=/usr/local/java export JAVA_HOME

and add to your path

PATH=$JAVA_HOME/bin export PATH

Make sure you invoke your profile

. .bash_profile

then you should be able to echo $JAVA_HOME

Just download the RPM from http://dag.wieers.com/packages/j2re/.
Then, copy libjavaplugin_oji.so to /usr/lib/mozilla/plugins or wherever is your plugins folder of your default browser.

There is more info here .