There's not currently a native Java bulkloader, so what you need to do is use the Python one. The process goes like this:
First, you'll need to download the Python SDK and extract it. Then, create an empty directory, and in it create a file called app.yaml, containing the following:
application: yourappid
version: bulkload
runtime: python
api_version: 1
handlers:
- url: /remote_api
script: $PYTHON_LIB/google/appengine/ext/remote_api/handler.py
login: admin
Now, run "appcfg.py update yourdir" from the Python SDK, and enter your credentials when prompted. appcfg will upload a new version of your app, which will run side-by-side with your main version, and allow you to bulkload.
Now, to do the actual bulkloading, you need to use the Python Bulkloader. Follow the instructions here. You'll need to know a (very) little bit of Python, but it's mostly copy-and-paste. When you're done, you can run the bulkloader as described in the article, but add the "-s bulkload.latest.yourapp.appspot.com" argument to the command line, like this:
appcfg.py upload_data --config_file=album_loader.py --filename=album_data.csv --kind=Album -s bulkload.latest.yourapp.appspot.com <app-directory>
Finally, to load data directly from an SQL database instead of from a CSV file, follow the instructions in my blog post here.