1. First i have created a database with a name 'sample'
   mysql>create database sample;
   mysql>use sample;   
  2.create a table 'first' with the following fields.
   mysql>create table first(id int,name varchar(20));   
    enter some values, in my case
    >insert into first values(1,'Lara');
    >insert into first values(2,'Sachin');
  Now your database/table is ready.
Im in 'root' user and my password is 'password'.
Before start writing Java code, first get the MySql Connector/J . I have downloaded it from MySql site .Click here
Unzip the folder mysql-connector-java-5.1.7 and check for the jar file mysql-connector-java-5.1.7-bin.jar.Now set this jar file in the classpath.
Setting ClassPath:
Go to Environment Variables in the System Properties.
Select CLASSPATH and click edit.(if there is no classpath variable create one)
in my case i already set one path so what i did was i added a ; and given my new path.
 .;C:\Program Files\Java\jre6\lib\ext\QTJava.zip;C:\mysql-connector-java-5.1.7\mysql-connector-java-5.1.7-bin.jar
classpath have been set and now we can write the java code.Below is the sample java code:
import java.sql.Connection;
import java.sql.DriverManager;
import java.sql.SQLException;
import java.sql.*;
public class SampleMysql 
{
    public static void main(String[] args) 
   {
     Connection conn=null;     
        try {
             Class.forName("com.mysql.jdbc.Driver").newInstance();
             conn =DriverManager.getConnection("jdbc:mysql://localhost/sample?" +"user=root&password=password"); 
             System.out.println("Connection established...");
             Statement stmt = conn.createStatement();
             ResultSet rs =stmt.executeQuery("Select id,data from first");
             while(rs.next())
              {
               int id = rs.getInt(1);
               String name = rs.getString(2);
               System.out.println("   "+id+"  "+name);   
              }
            } 
        catch (Exception ex) {
            System.out.println("SQLException: " + ex.getMessage());   }
    }
}
After executing the output was:
1 Lara
2 Sachin