As you can see from the JavaDoc, you can construct java.sql.Time from a millisecond time stamp. So you need to parse your String to milliseconds. Use SimpleDateFormat.parse(String) to get a Date instance, on which you can then call getTime().
The mind is a strange and wonderful thing. I'm not sure that it will ever be able to figure itself out, everything else, maybe. From the atom to the universe, everything, except itself.