"First and foremost make sure the file is not the webpage, the Linux jre6u16 is roughly 19mb. The ampersand (&) in the filename as already stated, tells the OS to run the process in the background. Rename the file to something simpler using mv and put the filename in quotes:
"What Linux distribution are you using? Most of them should allow you to install Java through their package management system (such as APT for Debian and Ubuntu), which is easier, and allows for easy updates as well.
If you really must install it manually, start by renaming the file to something shorter and then make it executable with this command: