Do you have Gdebi? If not you can install it. Connect to the Internet. Open a Terminal. Input the command: sudo apt-get install gdebi
Gdebi will install .deb programs
Get the .deb from BlueJ. (BlueJ package for Ubuntu/Debian Linux) . It will probably download to a folder called Downloads. Then use your package manager - I think it is Thunar in Xubuntu. Open the folder Downloads so you can see the BlueJ .deb. RIGHT click on the BlueJ file and choose "Install with Gdebi". It should ask for your password. Let it run. Job done