you'll need either the SDK or JRE as supplied by http://java.sun.com
They have installation documentation there as well.
I'd recommend you grab the selfextracting version, download it, run it, move it from where it decompressed, to a more meaningful location ... say /usr/java
(you need to be root to do this)
change to the root directory of the install, then go into /usr/java/j2sdk1.4.1_03/jre/lib/i386 (for example)
check the output that it did include that directory
symlink or copy the java file (/usr/java/j2sdk1.4.1_03/bin or /usr/java/j2sdk1.4.1_03/jre/bin) to /usr/bin symlink or copy any of the other files you need to the same location (symlink is the better alternative)
away you go ... granted it can be a pain, it throws me everytime i need to do it ... but i hope this leads you down the right road