First we need to install Java, which is the easy part.

yum install java-1.6.0-openjdk-devel
yum install java-1.6.0-openjdk

Find out where java is installed

[root@lin02 ~]# which java
/usr/bin/java
[root@lin02 ~]#

And add this info to your .bashrc

vi .bashrc

JAVA_HOME=/usr/bin/java
PATH=$PATH:$HOME/bin:$JAVA_HOME/bin

Download your Glassfish package and unpack in /usr/lib/java/

cd /usr/lib/java/glassfish3/
./bin/asadmin start-domain

And your done!