A TreeMap is probably the most straightforward way of doing this. You use it exactly like a normal Map. i.e.
Map<Float,String> mySortedMap = new TreeMap<Float,MyObject>();
// Put some values in it
mySortedMap.put(1.0f,"One");
mySortedMap.put(0.0f,"Zero");
mySortedMap.put(3.0f,"Three");
// Iterate through it and it'll be in order!
for(Map.Entry<Float,String> entry : mySortedMap.entrySet()) {
System.out.println(entry.getValue());
} // outputs Zero One Three
It's worth taking a look at the API docs, http://download.oracle.com/javase/6/docs/api/java/util/TreeMap.html to see what else you can do with it.