1. Download jdk installation file from http://www.oracle.com/technetwork/java/javase/downloads/index.html.
a) If the file you download is rpm file, you can use command [rpm -i *.rpm] to start installing it.
b) If it's bin file, you can use command [./*.bin] to start installing it.
Then you can finish the installation following the wizard with the default option.
2. Set environment.
Add the following code to the end of a certain configuration file.
#set java environment
JAVA_HOME=/usr/java/jdk1.6.0_29
CLASSPATH=.:$JAVA_HOME/lib/tools.jar:$JAVA_HOME/lib/dt.jar
PATH=$JAVA_HOME/bin:$PATH
export JAVA_HOME CLASSPATH PATH
a) Add it to file /etc/profile if you want everyone has this java environment.
b) Add it to file ~/.profile if you just want that current user has this java environment.