Sun provides a large amount of documentation for the classes, interface's and exceptions in the class library. If you've installed the JDK on your own PC, you'll find this in your JDK directory in docs/api/packages.html You can load that file into a web browser, and peruse the entire library.
If you have not installed the JDK, you can find it online at
http://java.sun.com/j2se/1.4.2/docs/api/
Bookmark this URL now!