Where do I get Sun's Java for Linux?

Go to java.sun.com

On the right side of the page, under Popular Downloads:, click on Java SE

But which one do I want, there's so many?

You want the JDK 6 Update 5 - With this you can compile and run Java programs, applets and Java Web Start applications.

When I go to the download page there are two versions

You want the Linux RPM in self-extracting file - jdk-6u5-linux-i586-rpm.bin

How do I install it?

Make it executable, su to root and execute it

 
        #chmod 755 jdk-6u5-linux-i586-rpm.bin
        #su
        Password:
        #./jdk-6u5-linux-i586-rpm.bin
        

It will print out the huge license. Hit the space bar until it asks if you accept. Type yes and press <ENTER>. It will print out the installation details and stop. You can delete all those .rpm files that are left after the installation.