This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
If I search for "sax tutorial", I get a whole lot of results, starting with a chapter from Oracle's Java Tutorial (which should always be your first stop for learning Java). Have you worked through any of those?