The jib and the rudder counteract each other, and a boat heaved-to will "crab" at a knot or so downwind.
It's a good argument for carrying a storm jib, really.
A J-22 is a pretty light boat. Only experimentation will determine whether it can heave to at all, or perhaps only in certain conditions.
Here's some explanatory links: http://www.boats.com/news-reviews/article/heaving-to
Here's a video. Interestingly, they are demonstrating on a little J-boat!