Following-on from the 7 OpenAL tutorials linked to from the JOAL page, there is a 'secret' 8th lesson which hasn't been converted to Java. This 8th lesson deals with streaming of OggVorbis files. If you can bear converting it from C++ to Java in your head, then it might be worth looking into.http://www.devmaster.net/articles/openal-tutorials/lesson8.php
Otherwise, I'd a search for a description of the Ogg Vorbis file format (seeing as it's a royalty-free format, this information should be out there), preferably one which tells you the format of the header and how to go about decoding the sound data located in the body of the file. Given the relative popularity of the Ogg file format, someone may have already written a free-to-borrow Ogg file decoder in Java which you can use.
Either way, once you have the decoded sound data, shove that into a ByteBuffer, load it into OpenAL in much the same manner as given in the other 7 tutorials (genBuffers -> bufferData -> genSources -> playSource), and the rest is history