The code as you have it above works fine for me. The only references I can find in a search involve JDBC. Are you giving us the full story here? Can you give us a short sample of code that exhibits this behavior?
You can still use the format with the comma if you switch to a NumberFormat, most probably DecimalFormat. With this class, you can specify your own format.
Working with numbers and currencies is sometimes tricky. As suggested above, you may want to start using java.text.NumberFormat and its subclasses. They help in formatting different numbers and currencies.