I am trying to write a java program to transform the information from a MySQL table into triples, so I can later import them into a triple store. Is it possible to do so without creating an auxilliary RDF/XML file? How?
There are a lot of different interfaces for interacting with triples in Java. You have Jena, Sesame, and OWLApi. Jena has an in-memory store for triples. It can output to several different notations, including RDF/XML but also N3, binary format, SQL database...
I think these APIs also allow you to directly connect to a triple store using standard protocols.
See http://www.scribd.com/doc/32983777/An-open-portable-AST-for-software-engineering-tools#outer_page_46 for more information, I have written a small part about this in my thesis :-)