There is no copyright on algorithms. Algorithms are like ideas; the kind of intellectual property which applies to them is patents, not copyrights. There are some cryptographic algorithms which are patented, but most are not and some used to be patented (but patents ultimately expire). Neither DES, AES, Blowfish or Twofish is patented. An example of patented symmetric encryption system is IDEA (US patent will expire in 2012). The RSA algorithm (asymmetric encryption and digital signatures) was patented, but the patent expired ten years ago. Basically, if a cryptographic algorithm is made available through an already installed Java VM, then it probably is not patented (anymore, or at all).
There can be copyrights on implementations. Using an implementation which is already there is not impacted by the copyright (it is a copyright, not a useright). You have to worry about copyright when you include external code into your application, not when you use external code provided by the installed Java VM through its published API.
Software systems can further be controlled by licenses. One could imagine a specific license which prohibits using some of the software depending on usage context or just any arbitrary condition. One could imagine such a software license on the implementation of a cryptographic algorithm. This would be the problem of whoever uses your software, not your problem. The Java VM license is the one which applies here. But, as far as I know, there is no usage restriction on the Java VM components, be they cryptographic or not. The VM vendor usually does not wish to restrict usage of his API.
Local laws may apply, especially on the matter of encryption. Depending on the country, laws may limit usage, distribution, export and/or import of software using cryptographic algorithms. The Java VM (at least, the one from Sun/Oracle) includes a relatively complex system of permissions and security rules which determines which algorithms are available, and with which key lengths. Thus, it can be assumed that whatever algorithm is made available to applications by the VM has already been tuned with regards to key lengths in order to comply with local laws. There can always be exceptions in some situations (if you are a North-Korean agent hard at work building a nuclear bomb somewhere in South Dakota, then using cryptographic algorithms, even if legally provided by the installed Java VM, might imply a few extra years of jail when the FBI gets you). In practical terms, you should check the export laws of your country if you distribute software which provides some kind of encryption service, notably if you put it on a Web site.
Summary: there is no intellectual property related worry to have about using cryptographic algorithms provided by the Java VM. You should make some inquiries about regulations on cryptographic software distribution and export. You can begin by the Wikipedia pages on crypto export and import.