If you are running linux, php_java.jar should be located in php_source_dir/ext/java/ if you compiled it with java support ( something like /usr/src/php-4.0.4pl1/ext/java ). If you are running winblows. I couldn't tell ya as I refuse to pay for software that should be free. I generally make a dir under /usr/local/lib called php_(compileDate), and move all of my modules there, but that is just a personnal preference. In your php.ini file you want something like
[Java]
java.home=/usr/local/jdk1.2.2
java.class.path=/usr/local/lib/php_01012001/php_java.jar
java.library.path=/usr/local/lib/php_01012001
extension=libphp_java.so
** Don't forget to set your extension_dir to the directory that you store your modules in.
So far the java support seems pretty shacky, and it doesn't seem like anyone is maintaining the module. I wish you more luck than I have had.
~ Aaron