Соединение через прокси сервер 
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java -DproxySet=true -DproxyHost=myProxyServer.come -DproxyPort= 80  MyJavaApp
Или :
 import  java.util.Properties;
...

Properties systemSettings = System.getProperties();
systemSettings.put("proxySet", "true");
systemSettings.put("proxyHost", "myProxyServer.com");
systemSettings.put("proxyPort", "80");
System.setProperties(systemSettings);

// jdk1.3 or better, the names have changed eg.
// Properties systemSettings = System.getProperties();
// systemSettings.put("http.proxyHost","myProxyServer.com") ;
// systemSettings.put("http.proxyPort", 80) ;
Аутентификация :
Properties systemSettings = System.getProperties();
...
System.setProperties(systemSettings);

URL url= new  URL("http://someserver/somepage");
URLConnection uc = url.openConnection ();
String encoded =  new  String(Base64.base64Encode( new  String("username:password").getBytes()));
uc.setRequestProperty("Proxy-Authorization", "Basic " + encoded);
uc.connect();


user_pref("security.lower_java_network_security_by_trusting_proxies"), true);
  Properties propSystem = System.getProperties();
  // Sun VM
  propSystem.put("proxySet", "true");
  propSystem.put("proxyHost", "myProxyServer.com");
  propSystem.put("proxyPort", "80");

  // Microsoft VM
  propSystem.put("firewallSet", "true");
  propSystem.put("firewallHost", "myProxyServer.com");
  propSystem.put("firewallPort", "80");
  propSystem.put("http.proxyHost", "myProxyServer.com");
  propSystem.put("http.proxyPort", "80");