The open source money management application
Buddi -which is written in Java- has
plugins for importing and exporting QIF files (which is what MS Money and Quicken use).
You should be able to lift code from that for your purposes (respecting its GPL license, of course).
Another open source
Java application that can import/export QIF is
Eurobudget.
[ October 29, 2007: Message edited by: Ulf Dittmer ]