You need to set the time zone first. See the definition of GregorianCalendar.setTimeZone below:
public void setTimeZone(TimeZone value)
{
zone = value;
sharedZone = false;
/* Recompute the fields from the time using the new zone. This also
* works if isTimeSet is false (after a call to set()). In that case
* the time will be computed from the fields using the new zone, then
* the fields will get recomputed from that. Consider the sequence of
* calls: cal.setTimeZone(EST); cal.set(HOUR, 1); cal.setTimeZone(PST).
* Is cal set to 1 o'clock EST or 1 o'clock PST? Answer: PST. More
* generally, a call to setTimeZone() affects calls to set() BEFORE AND
* AFTER it up to the next call to complete().
*/
areAllFieldsSet = areFieldsSet = false;
}