Normally, all Java objects that have a meaningful "by value" representation in Mathematica are returned by value to Mathematica automatically. Such objects include strings, arrays (these become lists), and instances of so-called wrapper classes like java.lang.Integer. However, you can get a reference form of one of these types if you explicitly call JavaNew or use the ReturnAsJavaObject function. In such cases, you can use JavaObjectToExpression to retrieve the value.
JavaObjectToExpression has no effect on objects that have no meaningful "value" representation in Mathematica.
