JVM - default and SUN's latest

To install:
sudo apt-get install sun-java6-bin sun-java6-fonts sun-java6-jre sun-java6-plugin

Even then some of the app may not find the latest JVM installed as they will be looking into the default installed one.
For that Use -
sudo update-alternatives --config java
And select the option for SUN java.

You may need to remove a link too -
~/.install4j

running a server in linux and related debugging

Let's take an example of TFTP server -
1. install the server
sudo apt-get install tftp-server [ubuntu]
or
sudo yum install tftp-server [fedora ]

2. edit config file /etc/xinetd.d/tftp, enable the service by changing
"disable = yes" to "disable = no"
you may want to change the default tftp location by modifying the server args with your choice of location.

3. Check the service and restart the super server

sudo chkconfig tftp on
sudo chkconfig xinetd on
sudo service xinetd restart

4. Unit testing
A. Check if the port is opened
sudo nmap -sU 127.0.0.1 -> you should find tftp for UDP/69
B. test from same host,
tftp 127.0.0.1
tftp> get
C. If tftp fails, there can be issue with firewall setting, you may need to create pinhole for the same.
else there can be access/permission issue with the directory/file.

D. Try from remote host.