This week's book giveaway is in the Testing forum. We're giving away four copies of The Way of the Web Tester: A Beginner's Guide to Automating Tests and have Jonathan Rasmusson on-line! See this thread for details.
Once you download the docs, just unzip the files into a directory and start from the index.html file (I think). I generally don't use the html version of the Java docs. I use a HTMLHelp version as it has better searching capabilities.