I'm unsure about which dir to change to and when i try following the instructions example i'm told there is no such dir
I assume you're following the directions on Sun's website. At what step are you unable to find the directory?
Are you trying to find jre-1_5_0_06-linux-i586-rpm.bin? It's in your default download location. Try this from a CLI:
find / jre-1_5_0_06-linux-i586-rpm.bin
Are you trying to find the Firefox plugin directory? Sun's website only discusses Mozilla and Netscape. It is probably something like /usr/lib/firefox-X.X.X/plugins, where X.X.X is your Firefox version.
BTW, I also found that, when using Firefox, I needed to install the symlink in /usr/lib/mozilla/plugins as well as the Firefox plugins directory. Probably something I did wrong, but just a heads up.