Если есть прокси сервер

System.getProperties().put( "proxySet", "true" );
System.getProperties().put( "proxyHost", "myProxyMachineName" );
System.getProperties().put( "proxyPort", "85" );


URLConnection connection = url.openConnection();
String password = "username:password";
String encodedPassword = base64Encode( password );
connection.setRequestProperty( "Proxy-Authorization", encodedPassword );


Proxying FTP

Scott D. Taylor sent in the magic incantation to deal with proxying the FTP protocol:

defaultProperties.put( "ftpProxySet", "true" );
defaultProperties.put( "ftpProxyHost", "proxy-host-name" );
defaultProperties.put( "ftpProxyPort", "85" );

http://www.rgagnon.com/javadetails/java-0085.html
http://www.javaworld.com/javaworld/javatips/jw-javatip42.html
http://java.sun.com/j2se/1.4.2/docs/guide/net/properties.html