Got to System->Administration->Software Sources, then go the second tap "Other Software" and check the "http://archive.canonical.com/ubuntu" option. Once yo close the window, it will refresh the repositories. Now you can go to synaptic and install it there.
If you want the latest and don't want to wait for the repositories to get updated follow this link...
Oracle (Sun) Java JRE
it is the easiest follow tutorial you will get out there...
************UPDATE**************
Ubuntu PPA
sudo add-apt-repository ppa:sun-java-community-team/sun-java6
sudo apt-get update
sudo apt-get install sun-jav
