java.net.Authenticator can be used to send the credentials when needed : HttpURLConnection « Network « Java Tutorial

1. Java Tutorial
2. Network
3. HttpURLConnection

import java.io.DataInputStream;
import java.net.Authenticator;
import java.net.HttpURLConnection;
import java.net.PasswordAuthentication;
import java.net.URL;
import java.util.Properties;

public class Main {
  public static void main(String[] argv) throws Exception {
    byte[] b = new byte[1];
    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("http://www.google.com");
    HttpURLConnection con = (HttpURLConnection) u.openConnection();
    DataInputStream di = new DataInputStream(con.getInputStream());
    while (-1 != di.read(b, 0, 1)) {
      System.out.print(new String(b));
    }
  }
}