I think it does run slower in Wubi, but Sun's java6 packages were dropped from the multiverse repos, so simply execute these in terminal (might need to be root)
and then to installCode:add-apt-repository "deb http://archive.canonical.com/ lucid partner"
After it is installed properly,Code:sudo apt-get install sun-java6-jdk sun-java6-jre sun-java6-plugin
then choose the number for the Sun JVMCode:sudo update-alternatives --config java