The way to install the Java JDK is to run the following commands:

    sudo apt-get install openjdk-7-jre

This installs the Java JRE (Java Runtime Environment) which will allow you to run applications written in Java.

You asked for the JDK so to install that also do:

    sudo apt-get install openjdk-7-jdk

This allows you to compile Java applications to bytecode.

If you want the Oracle Java system (which may be slightly faster and is also a developer preview so developing with this would not be a good idea until some time into the future), instead of the above instructions you need to download the file called `Oracle JDK 8 (with JavaFX) for ARM Early Access` on the [Oracle Java JDK][1] page. 

Remember to download the Oracle Java system on your Pi, or you won't be able to install it.

To install the Oracle Java System:

    tar zxvf jdk-8-ea-b36e-linux-arm-hflt-29_nov_2012.tar.gz
    sudo mv jdk1.8.0 /usr/local/java
    export PATH=$PATH:/usr/local/java/bin
    java -version

Then it is all installed.