You can download java here
http://java.com/en/download/manual.jsp?locale=en#linGo to Linux section and select the bin file (not the rpm). Make sure you select the right architecture (32 or 64 bit).
Download it, make it executable, open the console and execute it.
It works well on my machine, better than openjdk but you will get into trouble if you try to install certain packages that have openjdk as dependency (I don't remember which packages exactly).
Edit: In case you have already installed openjdk it is a good idea to remove it before installing sun-java.