There is no built-in support for this in Java. You may try an existing Java library to do this or create it yourself. If you will do this yourself, you will need to learn JNI and call native methods to call the platform dependent method from Java.
Alternatively, this might work: When i open Start->Run on windows and pressing ENTER after typing "mailto:dd@dd.com" (without quotes), the system opens the default mail client as you wish. So at least for windows, you can try to execute that command (mailto:dd@dd.com) from Java using Runtime.exec() call. Check following tip for details:
Java Tips - How to execute a command from code