Install:

chmod +x jdk-6u2-linux-i586-rpm.bin

./jdk-6u2-linux-i586-rpm.bin

Follow prompts [yes]/[no] etc

If it gives the error message

error while loading shared libraries: libstdc++.so.5: cannot open shared object file: No such file or directory

Then you have to download

compat-libstdc++-33-3.2.3-47.fc4.i386.rpm

which can be found

ftp://ftp.mirrorservice.org/sites/sourceware.org/pub/gcc/releases/

or by googling it

rpm -i compat-libstdc++-33-3.2.3-47.fc4.i386.rpm
or # yum install libstdc++.so.5

The SDK installed in /usr/java/jdk/

add path to $HOME/.bash_profile

PATH=/usr/java/jdk/bin:$PATH:$HOME/bin:./

export PATH

export JAVA_HOME=/usr/java/jdk

export CLASSPATH=/usr/java/jdk/lib/tools.jar:/usr/java/jdk/jre/lib/rt.jar:./

Possible Issues

When installing Jboss 4.2.1.GA it throws a fit if you have anything less than Java 1.6 JRE and the 1.5 JDK installed - Centos installs it's own version of Java 1.4 to fulfil install dependencies and this seems to conflict with the Sun versions - make sure you uninstall GNU Java 1.4 from the package manager or any other way you fancy and then install first the 1.6 JRE followed by the 1.5 JDK. After that you can just drag a copy of Jboss onto the linux box and start it with /bin/./run.sh & (to spawn a process)