This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
Generally, you'll need to read the data from the one database (SELECT statement), and insert it into the other (INSERT statement). Many of the details can be found at http://java.sun.com/docs/books/tutorial/jdbc/index.html . If your questions aren't answered there, then try posting a question about the specific part(s) of the process you don't understand. Since we do have a JDBC forum here at JavaRanch, I'm moving this question over there.