Which collection should I use

As I'm scanning an XML file gathering anchors, I'd like to associate the data with the file the anchor came out of. So there could be multiple anchors associated with a file, and that same file name could be an anchor itself in another file. I'd like to print this information out later like so:
link: mysite.com/mycontent.htm found in pages: index.htm, content.php, etc.
link: index.htm found in pages mycontent.htm, content.php
This is all basically an effort to find dead links or redirects on my web site. Yes, I know there are tools out there that do this, but I'm trying to create this and learn some Java at the same time. Not to mention this tool does a lot of other things specific to my job. So, any ideas on what I could use and how?

Also check this out:
http://java.sun.com/docs/books/tutorial/collections/index.html

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