When can I, and when I can't rely on other module's classes to be loaded?
Drupal 7 introduces a code registry - an inventory of all classes and
  interfaces for all enabled modules and Drupal's core files. The
  registry stores the path to the file a given class or interface is
  defined in, and loads the the file when necessary. The registry loads
  classes and interfaces on demand, via php's built in class autoloading
  mechanism. Modules can now move all code for classes that are not
  regularly used into an include file, and Drupal will only load it on
  demand. This will cut down on the amount of code loaded per request,
  and reduce Drupal's memory footprint.


more info: 


http://api.drupal.org/api/drupal/includes%21registry.inc/group/registry/7
http://drupal.org/node/350780
http://drupal.org/node/542202#files
http://php.net/manual/en/language.oop5.autoload.php