Download Jython from http://sourceforge.net/projects/jython/ and do the following:
cd download-dir
java -jar jythonRelease_2_2alpha1.jar
Follow instructions of the install programm, after finishing do these steps:
cd /path/to/inst-dir
chmod 755 jython
chmod 755 jythonc
cd ~/bin
ln -s /path/to/inst-dir/jython jython
ln -s /path/to/inst-dir/jythonc jythonc