How to install OpenLaszlo 4.1.1 on Linux

I’m playing with OpenLaszlo from a while (an open source platform for the development and delivery of rich Internet applications), but I have found some problems installing it on my developing system (currently I’m using Kubuntu Intrepid Ibex).
I have found the solution and due to lack of documentation about it I have decided to write a little step-by-step guide here on this blog…