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.
There's no trivial, built-in-to-the-API way to do it.
With a bit of care, you could do it all at once with a regular expression, or you could do it by looping over the characters in a String, appending them to a StringBuffer, capitalizing each letter than follows whitespace.