About Question enthuware.ocpjp.v7.2.1401 :

[doziransky]

I vaguely recall a question from an earlier test saying something about how a File object can never be changed once it is created.

So then how can renameTo(File newFile) work?

I'm assuming that it's similar to when you try to change a String, where you don't actually change the String but a new String is created and the reference is reassigned to that String.

[admin]

That is correct. Instances of the File class are immutable but its methods can create new ones.
BTW, renameTo is not creating a new File instance. It is just renaming the physical file name. The original File object remains unchanged. You should try it out.
-Paul.