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.
Depends what you want to do, exactly. If you're just loading them from normal .class files, The static method forName() in the java.lang.Class class will do it for you. If you're doing something fancier, you may need to write your own ClassLoader, or at least explicitly use one of the standard ones. Let us know what you need to do.