void setAnchorSelectionIndex(int index)
void setLeadSelectionIndex(int index)

import java.awt.BorderLayout;
import javax.swing.JFrame;
import javax.swing.JList;
import javax.swing.JScrollPane;
public class JListSelectionModeAnchor {
static String labels[] = { "A", "B", "C", "D", "E", "F", "G" };
public static void main(String args[]) {
JFrame frame = new JFrame("Modifying Model");
frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
JList jlist = new JList(new String[]{"A","B","C"});
jlist.getSelectionModel().setAnchorSelectionIndex(0);
jlist.getSelectionModel().setLeadSelectionIndex(2);
JScrollPane scrollPane1 = new JScrollPane(jlist);
frame.add(scrollPane1, BorderLayout.CENTER);
frame.setSize(640, 300);
frame.setVisible(true);
}
}