Here is an error occurred if installed directly:
install.sfx.XXX: not found
Solution:
install g++-mltilib and JDK
$ sudo apt-get install g++-multilib
$ chmod +x j2sdk-1_4_2_19-linux-i586.bin
$ ./j2sdk-1_4_2_19-linux-i586.bin
.....
Do you agree to the above license terms? [yes or no]
yes
Unpacking...
Checksumming...
0
0
Extracting...
UnZipSFX 5.40 of 28 November 1998, by Info-ZIP (Zip-Bugs@lists.wku.edu).
creating: j2sdk1.4.2_19/
creating: j2sdk1.4.2_19/jre/
creating: j2sdk1.4.2_19/jre/bin/
inflating: j2sdk1.4.2_19/jre/bin/java
inflating: j2sdk1.4.2_19/jre/bin/keytool
inflating: j2sdk1.4.2_19/jre/bin/policytool
....
Creating j2sdk1.4.2_19/lib/tools.jar
Creating j2sdk1.4.2_19/jre/lib/rt.jar
Creating j2sdk1.4.2_19/jre/lib/jsse.jar
Creating j2sdk1.4.2_19/jre/lib/charsets.jar
Creating j2sdk1.4.2_19/jre/lib/ext/localedata.jar
Creating j2sdk1.4.2_19/jre/lib/plugin.jar
Creating j2sdk1.4.2_19/jre/javaws/javaws.jar
Done.
$ sudo mkdir -p /usr/lib/jvm
$ sudo mv j2sdk1.4.2_19 /usr/lib/jvm/java-1.4.2_19
Java environment configuration.
$ wget http://webupd8.googlecode.com/files/update-java-0.5b
$ chmod +x update-java-0.5b
$ sudo ./update-java-0.5b
Select java-1.4.2_19
Check java version
$ java -version
java version "1.4.2_19"
Java(TM) 2 Runtime Environment, Standard Edition (build 1.4.2_19-b04)
Java HotSpot(TM) Client VM (build 1.4.2_19-b04, mixed mode)