So i read the documentation :) et followed the instructions :

* After downloading open a shell and, cd to the directory where you downloaded the installer.

* At the prompt type: sh ./jxplorer.bin

You need to install a Java 1.4.0 (or later) virtual machine. You can download one from Sun's Java web site or contact your OS manufacturer.

I had already the JVM from sun so i had only to download the jxplorer.bin and execute it but ... that's what happened :

% sh ./JXv3.1_install_linux.bin

Preparing to install...
Extracting the installation resources from the installer archive...
Configuring the installer for this system's environment...
Launching installer...
Invocation of this Java Application has caused an InvocationTargetException. This application will now exit. (LAX)
Stack Trace:
java.lang.NoClassDefFoundError: while resolving class: ZeroGe
  at java.lang.VMClassLoader.transformException(java.lang.Class, java.lang.Throwable) (/usr/lib/libgcj.so.6.0.0)
  at java.lang.VMClassLoader.resolveClass(java.lang.Class) (/usr/lib/libgcj.so.6.0.0)
  at java.lang.Class.initializeClass() (/usr/lib/libgcj.so.6.0.0)
  at ZeroGd.<clinit>() (Unknown Source)
  at java.lang.Class.initializeClass() (/usr/lib/libgcj.so.6.0.0)
  at com.zerog.ia.installer.LifeCycleManager.a(boolean) (Unknown Source)
  at com.zerog.ia.installer.LifeCycleManager.b(java.lang.String) (Unknown Source)
  at com.zerog.ia.installer.LifeCycleManager.a(java.lang.String) (Unknown Source)
  at com.zerog.ia.installer.Main.main(java.lang.String) (Unknown Source)
  at java.lang.reflect.Method.invoke(java.lang.Object, java.lang.Object) (/usr/lib/libgcj.so.6.0.0)
  at com.zerog.lax.LAX.launch() (Unknown Source)
  at com.zerog.lax.LAX.main(java.lang.String) (Unknown Source)
  at gnu.java.lang.MainThread.call_main() (/usr/lib/libgcj.so.6.0.0)
  at gnu.java.lang.MainThread.run() (/usr/lib/libgcj.so.6.0.0)
  at java.lang.ClassLoader.loadClass(java.lang.String) (/usr/lib/libgcj.so.6.0.0)
  ...13 more
(.:23016): GdkPixbuf-CRITICAL **: gdk_pixbuf_new: assertion `width > 0' failed
** ERROR **: file ../../../src/libjava/jni/gtk-peer/gnu_java_awt_peer_gtk_GtkImage.c: 
line 572 (createRawData): assertion failed: (data_fid != 0)
aborting...
[1]    23016 abort (core dumped)  sh JXv3.1_install_linux.bin

And now how i found a solution :

% type java
java is /usr/bin/java
% l /usr/bin/java
lrwxrwxrwx 1 root root 22 2006-01-03 11:23 /usr/bin/java -> /etc/alternatives/java*
% l /etc/alternatives/java
lrwxrwxrwx 1 root root 30 2006-01-03 11:23 /etc/alternatives/java -> /usr/lib/jvm/java-gcj/bin/java*
% sudo update-alternatives --install /etc/alternatives/java  java /usr/local/java/bin/java 2000
% sudo update-alternatives --config java
There are 3 alternatives which provide `java'.
Selection    Alternative
---
       1        /usr/bin/gij-wrapper-4.0
       2        /usr/lib/jvm/java-gcj/bin/java
 *+    3        /usr/local/java/bin/java
Press enter to keep the default[*], or type selection number: 3
Using `/usr/local/java/bin/java' to provide `java'.

And beyond this point the install worked.