You should use one spritesheet, and then you would use the getSubimage(int, int, int, int) method of BufferedImage to obtain all the images.
Depending on how you set up your spritesheet, you could probably get away with using a loop and storing the images in an array. eg:
final int WIDTH = 32;
final int HEIGHT = 32;
BufferedImage sprite = new BufferedImage
private void initImages()
for( int i = 0; i < sprite.length; i++)
sprite[i] = spritesheet.getSubimage(i * WIDTH, i * HEIGHT, WIDTH, HEIGHT);
That should work, then you simply need to draw the spite.