This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
The int is either held in a local variable -- i.e., a slot in the stack frame of the method -- or as part of a heap object, if it's a member. The Integer is an object, allocated on the Java heap. The reference to the Integer (the second variable "i") is held in one of the same two places, depending.