check the readme
it says:
REQUIREMENTS:
Azureus requires Java 1.4.x or newer to run.
http://java.sun.com
RUNNING:
1. Extract the contents of this .tar.bz2 file.
2. Change to the 'azureus' directory where the files were extracted.
3. Start Azureus by running the script named 'azureus'; ex. "./azureus"
i just did as it said, extract to your preferred directory, then ran the azureus script and works fine.