Java does not provide this functionality automatically. It will require some work on your part. Check out JavaWorld's Tips 'N Tricks Java Tip 44: Calculating holidays and their observances for some more info.
here's one I was working on some time ago (I'm not from the US so I'm not entirely sure I have the parameters of the holidays correct) easter calculation is close, but is incorrect (this is when I stopped), you might be able to add a tweak or two, to get it right.
Not so fast naughty spawn! I want you to know about