We need the JRE, so click on the Download button under JRE.
If your computer already has Java 1.6 or above installed, execute the following in your shell:
java -jar /path/to/burpSuite.jar
Those who have done Java programming will understand what is happening here. We are passing a JAR to the Java runtime. Please note there are no command-line options that need to be passed to Burp Suite.