Install Frame4J
Frame4J's installation is quite simple.

The minimum requirement is having the file frame4j.jar added as so called installed extension to your Java development kit (JDK) or runtime environment (JRE). That's done by downloading it and putting it to something like
  C:\programme\jdk\jre\lib\ext\ (on Windows)
respectively to something like
  /usr/lib/jvm/jdk/jre/lib/ext/ (on Linux).

This simple step will get you almost all of the tools and libraries working, also for Eclipse and else if using that augmented JDK. Missing in this minimalistic variant are the javaDoc and the extras for (serial) interfaces, pdf, mail and else.

All in one step
The easy way to have it all is

1. download the newest file erg.zip — (it contains frame4j.jar)
2. Go to your JDK directory; that is something like
     C:\programme\jdk\ (on Windows)
   respectively
     /usr/lib/jvm/jdk/ (on Linux).
   
3. Unpack erg.zip there by
     jar xfv whereYouDownloadedIt/erg.zip

That's it for Windows — and mostly for Linux also.

The Linux' extra
To have the serial interfaces working on Linux also you'll have to move some files around:
You may of course delete ../bib/bsDoesItNative.dll — the replacement being libLinuxSerialParallel.so and javax.comm.properties (from SUN's commAPI or from Frame4J's repository). They go to something like /usr/lib/ respectively /usr/lib/jvm/jdk/jre/lib/.

See also Ubuntu in a VirtualBox (German).

The minimal test

If these conditions are met

1. your JDK is installed correctly,
2. the path environment variable points to jdk/bin (Linux and Windows) and
3. you installed Frame4J completely (from erg.zip) as described

the following will work from any directory within a shell:

•   java AskAlert
•   java ShowProps
•   java ShowPorts

The first will open a window saying something on Frame4J's version etc.
The second will display all system properties visible to your JDK and
the third will list the computer's (serial and may be parallel) interfaces available for Java.

If all is well you may wish to get acquainted to the other tools. Every Frame4J based tool will display a help text by:
  java ToolName -?
or
  java ToolName -help

The help texts are available in English or German depending on the system's language or by options -de respectively -en.         Have fun.