It says it needs the DISPLAY variable set - what do I need to set it to?
Instead of saying:
./java_ee_sdk-7-jdk7-macosx-x64-ml.sh
say:
DISPLAY=:0 ./java_ee_sdk-7-jdk7-macosx-x64-ml.sh
Alternatively, you could get the tarball installer instead and extract it to the desired location.