I changed my program a little. The new problem is that the execution doesn't stop!
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package inplacesort;
import java.util.*;
/**
 *
 * @author ASUS
 */
public class InplaceSort 
{
    static Scanner console = new Scanner(System.in);
    /**
     * @param args the command line arguments
     */
    public static void main(String[] args)
    {
        Vector <Integer> intList = new Vector <Integer> ();
        //getting the numbers from the user
        char ans = 'y';
        while (ans == 'Y' || ans == 'y')
        {
            System.out.print("Enter a Number: ");
            intList.addElement(console.nextInt());
            System.out.print("Do You Want to Continue?(Y/N)");
            ans = console.next().charAt(0);
        }
        System.out.println(intList);
        for (int i = 1; i < intList.size(); i++)
        {
            //if (intList.elementAt(i) < intList.elementAt(i-1))
            //{
            int j = i - 1;
            while (j >= 0 && intList.elementAt(i) < intList.elementAt(j))
            {
                j--;
            }
            if (j == -1)
            {
                j = 0;
            }
            for (int k = intList.size() - 1; k >= j; k--)
            {
                intList.insertElementAt(intList.elementAt(k),k + 1);
            }
            intList.insertElementAt(intList.elementAt(i+1),j);
            intList.removeElementAt(i+1);
            //}
        }
        System.out.print(intList);
    }
}
 
     
     
     
     
     
    