There are a number of ways of doing this. Just a couple of examples:

Using XOM

import nu.xom.Document;
import nu.xom.Element;

public class XomTest {

    public static void main(String[] args) {
        XomTest xomTest = new XomTest();
        xomTest.testXmlDocumentWithNamespaces();
    }

    private void testXmlDocumentWithNamespaces() {
        Element root = new Element("my:example", "urn:example.namespace");
        Document document = new Document(root);
        Element element = new Element("element", "http://another.namespace");
        root.appendChild(element);
        System.out.print(document.toXML());
    }
}

Using Java Implementation of W3C DOM

import javax.xml.parsers.DocumentBuilder;
import javax.xml.parsers.DocumentBuilderFactory;

import org.w3c.dom.DOMImplementation;
import org.w3c.dom.Document;
import org.w3c.dom.Element;
import org.w3c.dom.ls.DOMImplementationLS;
import org.w3c.dom.ls.LSOutput;
import org.w3c.dom.ls.LSSerializer;

public class DomTest {

    private static DocumentBuilderFactory dbf = DocumentBuilderFactory
            .newInstance();

    public static void main(String[] args) throws Exception {
        DomTest domTest = new DomTest();
        domTest.testXmlDocumentWithNamespaces();
    }

    public void testXmlDocumentWithNamespaces() throws Exception {
        DocumentBuilder db = dbf.newDocumentBuilder();
        DOMImplementation domImpl = db.getDOMImplementation();
        Document document = buildExampleDocumentWithNamespaces(domImpl);
        serialize(domImpl, document);
    }

    private Document buildExampleDocumentWithNamespaces(
            DOMImplementation domImpl) {
        Document document = domImpl.createDocument("urn:example.namespace",
                "my:example", null);
        Element element = document.createElementNS("http://another.namespace",
                "element");
        document.getDocumentElement().appendChild(element);
        return document;
    }

    private void serialize(DOMImplementation domImpl, Document document) {
        DOMImplementationLS ls = (DOMImplementationLS) domImpl;
        LSSerializer lss = ls.createLSSerializer();
        LSOutput lso = ls.createLSOutput();
        lso.setByteStream(System.out);
        lss.write(document, lso);
    }
}