Navigate to the directory where you downloaded the .exe file.
The executable file name changes depending upon the distribution and version, in the format sjas_pe-version-windows.exe or j2eeskd-version-windows.exe. For example, for the Application Server distribution, the file is sjsas_pe-8_2-windows.exe. For the J2EE distribution, the file is j2eesdk-1_4_03–windows.exe.
Double click the .exe file to start the installation program.
Follow the instructions on the wizard screens of the installation program.
In the Administration Configuration page (or at the command line), enter the following:
Administrator User Name—Name of the user who administers the server.
Password—Admin user’s password to access the Admin Server (8-character minimum).
Prompt or Don't Prompt for Administrator User Name—Choosing prompt means that remote asadmin commands require a user name.
Administration Port—Administration port number for default server instance.
HTTP Port—Port number to access the default server instance.
HTTPS Port—Secure port number to access the default server instance.
In the Installation Options page, select the options that you want.
If you select the “Upgrade from Previous Version” checkbox, the upgrade process begins after installation is completed. For information about upgrading, see Chapter 3, Upgrading an Application Server Installation, in Sun Java System Application Server Platform Edition 8.2 Upgrade and Migration Guide.
Verify the installation by following the instructions of the Sun Java System Application Server Platform Edition 8.2 Quick Start Guide, located in install-dir/docs/QuickStart.html or on docs.sun.com.