Well, there's always:
PrintStream oldErr = System.err();
ByteArrayOutputStream baos = new ByteArrayOutputStream();
PrintStream newErr = new PrintStream(boas);
System.setErr(newErr);
tidy.parse(...);
System.setErr(oldErr);
It would be better to use some kind of Null output stream (apparently Apache Commons has such a beast). But the gist of it is the same.
Of course, that's a bit of a hack...