Non ti fare fermare da questo cose vuole solo un User-Agent (di qualsiasi sorta), per esempio in questo modo li freghiamo

codice:
import java.net.*;
import java.io.*;
/**
 *
 * @author Andrea
 */
public class URLReader {
    
    private URL url;
    private BufferedReader br;
    private StringBuffer sbuf;
    
    public String toString() {
        return sbuf.toString();
    }
    /** Creates a new instance of URLReader */
    public URLReader(String url) throws Exception {
        this.url = new URL(url);
        this.sbuf = new StringBuffer();
        HttpURLConnection httpURLConnection = (HttpURLConnection)this.url.openConnection();
         httpURLConnection.setDoInput(true);
         httpURLConnection.setDoOutput(true);
         httpURLConnection.setUseCaches(false);
         httpURLConnection.setRequestProperty("Referer", "http://www.borsaitalian.it");
         httpURLConnection.setRequestProperty("User-Agent", "Internet Explorer");
        
        this.br = new BufferedReader(new InputStreamReader(httpURLConnection.getInputStream()));
        String line = "";
        while ((line = this.br.readLine()) != null) {
            sbuf.append(line+"\n");
        }        
    }
    
    public static void main (String[] args) {
        try {
            URLReader ur = new URLReader("http://www.borsaitaliana.it/bitApp/quotes.bit?target=SearchQuotes&grp=iniziale&param=A");
            System.out.println(ur);
        }
        catch (Exception e) {
            e.printStackTrace();
        }
    }
    
}