I agree with Matthew Flaschen's answer and just wanted to show examples of the options for the case you cannot switch to List (because a library returns you a Collection):
List list = new ArrayList(theCollection);
list.get(5);
Or
Object[] list2 = theCollection.toArray();
doSomethingWith(list[2]);
If you know what generics is I can provide samples for that too.
Edit: It's another question what the intent and semantics of the original collection is.