Note: JPython is now Jython, and there have been
some changes, so the original description of what
to do to make Jython work with JavaReadline
does not apply anymore. 

However, there has been a posting to the jython-users 
mailing-list describing what to do (see the file
jython-install.txt). For Debian-users, things should
be much simpler, because Jython is already packaged
to use JavaReadline with EditLine as backing library.