If you are on Red Hat:
Download the RPM
Run the shell script to extract the RPM
Install the RPM (rpm -Uvh filename.rpm)
Add /usr/java/j2sdk1.4.0/ (get the version right) to your path, and set JAVA_HOME I have the following in my ~/.bashrc
Code:
export PATH=/usr/java/j2sdk1.4.0/:$PATH
export JAVA_HOME=/usr/java/j2sdk1.4.0