This week's book giveaway is in the Java in General forum. We're giving away four copies of Think Java: How to Think Like a Computer Scientist and have Allen B. Downey & Chris Mayfield on-line! See this thread for details.
All objects are created in the Java VM, while it is running. Some objects, like the String shown here, are created in the VM while a class is being loaded, so it's effectively created before your program code runs; but it's still created at "runtime."