Generally, you'll need to read the data from the one database (SELECT statement), and insert it into the other (INSERT statement). Many of the details can be found at http://java.sun.com/docs/books/tutorial/jdbc/index.html . If your questions aren't answered there, then try posting a question about the specific part(s) of the process you don't understand. Since we do have a JDBC forum here at JavaRanch, I'm moving this question over there.
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