Insert where?
Do you mean you want to create a data variable with some value?
java.util.Date d = new java.util.Date();
That will create new date for you.
If you would like to set value then I suggest using Calendar object.. or you can even use DateFormat to parse date from String.
java.util.Date d = new Date();
java.text.DateFormat df = new SimpleDateFormat("MM/dd/yyyy");
d = df.parse("07/15/2010");
Using Calendar:
java.util.Calendar cal = Calendar.getInstance();
cal.set(Calendar.DATE, 15);
cal.set(Calendar.MONTH, Calendar.JULY);
cal.set(Calendar.YEAR, 2010);
java.util.Date calToDate = cal.getTime();