Class loaders are one of those things which work most of the time and you don’t have to worry about but when they go wrong they can be a bit of a nuisance to sort out.
When you are running a java application in a application server there are several class loaders in play e.g. for tomcat see http://tomcat.apache.org/tomcat-6.0-doc/class-loader-howto.html
Most of the time this is what you want and any other behaviour would cause problems – think Singletons – however sometimes you are trying to be clever and using a method like Class.forName or ClassLoader.getResource in which case you need a better grasp on what is happening.
In this case you can use Thread.currentThread().getContextClassLoader() or Thread.currentThread().getClass().getClassLoader() as well as Class.getClassLoader to access the different class loaders and hopefully the class/resource which you are after.