RPM is "Redhat Package Management" I believe and is only natively supported in Linux OSs based on Redhat such as Mandriva, Suse, Fedora, etc. Ubuntu is based on Debian which natively uses .deb files. To install the rpm on your system do the following.
1) Install alien
sudo apt-get install alien
2) Install the rpm with alien
sudo alien java1.4.rpm
If it doesn't work try downloading the version that is not in rpm format and just stick it in a folder of your choosing and put symbolic links to everything in the bin folder after it's been extracted in a folder that's in your $PATH.