Welcome to LQ.
Besides reading the links from @ craigevil :
( The following may be included somewhere in the "InstallingSoftware" link.)
We do not download software for Linux. At least not the most basic
30,000 packages / software, which are already included.
Java : 1) Find 'Software Sources' in your "Menu".
And tick 'Ubuntu Partner'
2) Then you can choose 'sun-java6-jre' in "Ubuntu Software Center"
( 'Synaptic' ) : Also in the "Menu". And install java automatically.
Good luck. .. ..