You can download the Java Virtual Machine here.

After it is installed, you may still recieve this error message. To remedy this you need to create a symlink from the JRE binaries to somewhere in your path (I used /usr/local/bin). To do this, as root, type:
ln -s <JRE Install Path>/j2sdk1.4.2/bin/* /usr/local/bin

For the default installation, your JRE Install path is /opt/j2sdk_nb, so the command is:

ln -s /opt/j2sdk_nb/j2sdk1.4.2/bin/* /usr/local/bin

Hope this helps,
Eric