What do you call the ".bin" file?
If it is an rpm, just switch to root if not by the command su
Then type the command
rpm -ivh j2sdk-1....whateveritis-i386.rpm
If it is a tar file, as root, untar it in a temporary directory and type the command
tar -xzvf tarfile.tar.gz
"tarfile" being the name of the tarred file, ie j2sdk-1.....tar.gz.
then there should be an INSTALL or README file to edit and read.
I hope it answers your question.
You do have to make the .bin executable (chmod u+x j2sdkfile.bin) and then run it, but you have to run it as a user that can run X11 stuff from the command line - which usually doesn't include root on a secure system - because it starts an InstallShield window. However, if you're not root, you probably won't have write access to the directory where you want to install it (say, /usr/local/lib). This isn't so hard to get past - run it from alt-F2 (or whatever you need to run a command by name; this is what I do in KDE), specify the full path to j2sdkfile.bin, and run as root (under "Options"). It takes a little while to start up.