if you want to retrieve the data back in the form of the Jlist object itself you better use object serialization.
ObjectOutput ObjOut = new ObjectOutputStream(new FileOutputStream(f));
else if you want the data to be retrieved in the text format follow the steps mentioned by others.
might be tis code will help
public static void main(String[] args) throws IOException{
BufferedReader in = new BufferedReader(new InputStreamReader(System.in));
String filename = "playlist.dat";
File f = new File(filename);
try{
ObjectOutput ObjOut = new ObjectOutputStream(new FileOutputStream(f));
ObjOut.writeObject(//ur JList object);
ObjOut.close();
System.out.println("Serializing an Object Creation completed successfully.");
}
catch(IOException e){
System.out.println(e.getMessage());
}
}