Installing the JDK under Linux requires similar steps, but because Linux is such a different creature, you'll do them in very different ways than Windows requires.
Point your browser to http://java.sun.com/j2se/1.3/download-linux.html and click Continue under Red Hat RPM Shell.
Accept the license agreement, and choose a server to download from. Save the file in the /tmp/ directory.
As root, cd to /tmp and type ./j2sdk-1_3_1_01-linux-i386-rpm.bin. Agree to the license by entering yes. This creates a file called jdk-1.3.1_01.i386.rpm in /tmp. Install it using rpm:
[root@linux tmp]# rpm —install jdk-1.3.1_01.i386.rpm
This unpacks the distribution as /usr/java/jdk1.3.1_01. ...