A Java SDK usually is included in Linux distributions. Simply use the standard software installation program of your distribution to install a current version (1.5 or later). Alternatively you can use the Java SDK 1.6, which is included on the CD in the directory linux: Log in as root and run the program jdk-6-linux-i586-rpm.bin (for 32-bit CPU) or jdk-6-linux-amd64-rpm.exe (for 64-bit CPU). After you've accepted the license agreements, it creates a temporary rpm file and installs it immediately. You can delete it afterwards.
The installation includes the plugin that is necessary to run the Java applets in the browser. Test it now by looking at an applet page, e.g. the mathematical pendulum. If that doesn't work you probably have installed an older Java version and have to integrate the plugin manually. Details depend on your distribution; for SUSE 10.1 or openSUSE 10.2 you just have to make sure that the link /usr/lib/browser-plugins/libjavaplugin_oji.so points to the new version /usr/java/jdk1.6.0/jre/plugin/i386/ns7/libjavaplugin_oji.so.
Next install NetBeans (still as root) by running netbeans-5_5-linux.bin in the linux directory. Again accept the license conditions und confirm all default values. If you have installed a different Java SDK (or several) you can now select which one NetBeans should use. You can as well choose different installation directories, this is irrelevant in the following.
Everything else should be done under a standard user account - i. e. without
root rights! Therefore log off now and log in again using a proper
username. Create an arbitrary
directory for all your PhysBeans activities, e.g. 
/physbeans,
and copy the PhysBeans library physbeans.jar from the directory PhysBeans\lib
of the CD into it. Now start NetBeans - with the KDE menu Development/Integrated
Environment or directly from the shell with /opt/netbeans-5.5/bin/netbeans
& - and immediately exit again. This will create the directories for
the user-specific part of the NetBeans configuration. You will find them at
/.netbeans/5.5/config.
Now proceed with the configuration of NetBeans.