I have just unpacked the doco for Java 6 (and 5 and 4) to my local disk and have set up a FF profile with bookmarks to each of the Java versions, plus J2ME, plus my own software library, plus third party doco, plus HTML and CSS, etc. I have set the home page to open up multiple tabs for each of the docs I use regularly, and I just work with this browser open all the time.
So each link is like:
file:///C:/Java/DOC-160/API/Index.html
And, of course, all the doco is fully indexed which is useful when looking for specific classes and methods.