Go to the Java website, choose the JRE based on your platform, download the requisite .bin files and upload them to the serveradmin home folder. For older versions go to the Java Archives site.
Now to setup java,
su - serveradmin # If you are not already serveradmin cd ~ # Switch to the serveradmin home directory chmod +x jre-6u16-linux-i586.bin ./jre-6u14-linux-i586.bin # Decompresses JRE to the current folder under jre1.6.0_16.
If you go with 64-bit Java (which I recommend against as it's way slower right now) I find it useful to add to the default folder name _64-bit so in that case it would be, jre1.6.0_16*_64-bit*.