Hmm, it can get a little more complicated than that! I skipped from RedHat 5 to 7,so I don't know what's installed by default in 6.2; however 7 has the Kaffe JVM installed by default, so you should uninstall that using "rpm" first if it is present. After that, download the JVM from Sun, blackdown, IBM or whichever you have chosen to install. Check the filetype to see how it should be installed:
.rpm -> install using the "rpm" tool (man rpm to see how to use it)
.sh or .shar -> install by typing "sh whatever"
.bin or no extension -> install by typing "./whatever"
Depening on how your operating system has been configured so far, you may also need to install some C/C++ compatibility libraries and stuff. Let us know if you have that sort of problem and we'll try and help you through it.