Sun Java

Download the Java installer (In auto-extracting format, not RPM), and copy it into /usr/local.

Open the /usr/local/bin directory as root, right click the installer and click on permissions. Now make it executable and click on OK. Open a file manager (Gnome Nautilus and see the list of the files in your home directory, including the java installer. Click in the  Java installer file to execute it.

Read and accept the license, the installer will create a directory, move it to /usr/local and rename it java.

Open a new window in /usr

Now with one window open the java directory, the with the other one open /usr/bin, in the first window open the bin directory, select all the files, and drag them over to the second window (The one you used to open /usr/bin), you will get a little menu, click on link here and you've finished. You obviously have to do this as root. Java application will run for all the users just by clicking on them.

See also: Mozilla