http.proxyHost (default: <none>)
http.proxyPort (default: 80 if http.proxyHost specified)
http.nonProxyHosts (default: <none>)

java  -Dhttp.proxyhost=myproxyserver.com  -Dhttp.proxyport=80 MyJavaApp

import java.util.Properties;
...
Properties systemSettings = System.getProperties();
systemSettings.put("http.proxyHost", "myProxyServer.com");
systemSettings.put("http.proxyPort", "80");
System.setProperties(systemSettings);

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();

import java.net.*;
import java.io.*;
import java.util.Properties;

public class URLUtils {
  public static void main(String s[]) {
    URLUtils.dump("http://www.yahoo.com");
    System.out.println("**************");
    URLUtils.dump("https://www.paypal.com");
    System.out.println("**************");
  }

  public static void dump(String URLName){
    try {
      DataInputStream di = null;
      FileOutputStream fo = null;
      byte [] b = new byte[1];

      // PROXY
      Properties systemSettings = System.getProperties();
      systemSettings.put("http.proxyHost","proxy.mydomain.local") ;
      systemSettings.put("http.proxyPort", "80") ;

      URL u = new URL(URLName);
      HttpURLConnection con = (HttpURLConnection) u.openConnection();
      //
      // it's not the greatest idea to use a sun.misc.* class
      // Sun strongly advises not to use them since they can
      // change or go away in a future release so beware.
      //
      sun.misc.BASE64Encoder encoder = new sun.misc.BASE64Encoder();
      String encodedUserPwd =
         encoder.encode("mydomain\\MYUSER:MYPASSWORD".getBytes());
      con.setRequestProperty
         ("Proxy-Authorization", "Basic " + encodedUserPwd);
      // PROXY ----------

      di = new DataInputStream(con.getInputStream());
      while(-1 != di.read(b,0,1)) {
         System.out.print(new String(b));
      }
    }
    catch (Exception e) {
      e.printStackTrace();
    }
  }
}

public static void dump(String URLName){
  try {
    DataInputStream di = null;
    FileOutputStream fo = null;
    byte [] b = new byte[1];
 
    // PROXY
    Properties systemSettings = System.getProperties();
    systemSettings.put("http.proxyHost","proxy.mydomain.local") ;
    systemSettings.put("http.proxyPort", "80") ;
 
    Authenticator.setDefault(new Authenticator() {
      protected PasswordAuthentication getPasswordAuthentication() {
        return new
           PasswordAuthentication("mydomain\\username","password".toCharArray());
    }});
 
    URL u = new URL(URLName);
    HttpURLConnection con = (HttpURLConnection) u.openConnection();
    di = new DataInputStream(con.getInputStream());
    while(-1 != di.read(b,0,1)) {
       System.out.print(new String(b));
    }
  }
  catch (Exception e) {
          e.printStackTrace();
  }
}

java.exe  
   -Dhttp.nonProxyHosts="*.mycompany.com|*.mycompany.local|localhost" 
      MyClass