You could try JxBrowser library: http://www.teamdev.com/jxbrowser/features/
For example to embed Mozilla browser into your Java Swing application you just need to do the following code:
Browser browser = BrowserFactory.createBrowser(BrowserType.Mozilla);
JFrame frame = new JFrame();
frame.add(browser.getComponent(), BorderLayout.CENTER);
frame.setSize(700, 500);
frame.setLocationRelativeTo(null);
frame.setVisible(true);
browser.navigate("http://www.google.com");