Citing the quote from Robertiano above again - because this is by far the most versatile and localization adaptive version. It deserves a full post!
Another option:
DecimalFormat df = new DecimalFormat();
DecimalFormatSymbols sfs = new DecimalFormatSymbols();
sfs.setDecimalSeparator(',');
df.setDecimalFormatSymbols(sfs);
double d = df.parse(number).doubleValue();