I found a simpler way to avoid having to run export so many times and do so many things, here it is:

1. Install java in the normal way
2. Change directory to where you downloaded LimeWireLinux.bin
3. Type: $ PATH=$PATH:/usr/java/j2sdk1.4.2_06/bin sh ./LimeWireLinux.bin

Note: the bin file of java may difer in your machine if you gave the instalation another path to install java. So just find the bin folder, type $ pwd and copy the entire path =$PATH:your_path