I have done it once using CalendarHolder Implemented by axis-1.4/jaxrpc.jar here is the sample code:

        Calendar cal = Calendar.getInstance();
        cal.setTime(new java.sql.Date(System.currentTimeMillis()));
        CalendarHolder dt = new CalendarHolder(cal);

If you are using Axis to provide WebService then you could use :

    <beanMapping languageSpecificType="java:org.hatami.web.manager.entity.Statement"
               qname="ns1:Statement" xmlns:ns1="urn:org.hatami.web.manager.entity"/>