<p>Is there a Java package providing funcionality like the .Net System.Data namespace ?
Specificaly the DataSet and Adaptor classes ?</p>

ADO.NET is a framework with multiple uses, and DataSet is one of the main abstractions. Tell us more about what you want to achieve, and I'm sure somebody will find a Java framework for that purpose.
If you want a simple way to map Java objects to a data backend (like XML files), take a look at some of the POJO (Plain Old Java Object) frameworks.