Probabilmente non è un problema di proxy...
Questo è il programma:

Codice PHP:
import java.io.*;
import java.net.*;

public class 
URLConnectionSample {

    public static 
void main(String[] args) {
        
StringBuffer document = new StringBuffer();
        
String line null;

        try {
            
// Il client si connette al server
            
URL url = new URL("http://www.html.it");
            
URLConnection conn url.openConnection();

            
// Il client legge lo stream di input del server
            
BufferedReader reader = new BufferedReader(new InputStreamReader(conn.getInputStream()));
            while ((
line reader.readLine()) != null) {
                
document.append(line);
            }
            
reader.close();

            
// Ciò che il client ha letto viene memorizzato in un file
            
FileWriter out = new FileWriter("document.html");
            
out.write(document.toString());
            
out.close();

        } catch (
Exception e) {
            
e.printStackTrace();
        } 
    }

E questo è l'errore:
Codice PHP:
java.net.ConnectExceptionConnection timed outconnect
        at java
.net.PlainSocketImpl.socketConnect(Native Method)
        
at java.net.PlainSocketImpl.doConnect(Unknown Source)
        
at java.net.PlainSocketImpl.connectToAddress(Unknown Source)
        
at java.net.PlainSocketImpl.connect(Unknown Source)
        
at java.net.Socket.connect(Unknown Source)
        
at java.net.Socket.connect(Unknown Source)
        
at sun.net.NetworkClient.doConnect(Unknown Source)
        
at sun.net.[url]www.http.HttpClient.openServer[/url](Unknown Source)
        
at sun.net.[url]www.http.HttpClient.openServer[/url](Unknown Source)
        
at sun.net.[url]www.http.HttpClient.[/url]<init>(Unknown Source)
        
at sun.net.[url]www.http.HttpClient.New[/url](Unknown Source)
        
at sun.net.[url]www.http.HttpClient.New[/url](Unknown Source)
        
at sun.net.[url]www.protocol.http.HttpURLConnection.getNewHttpClient[/url](Unknown
Source
)
        
at sun.net.[url]www.protocol.http.HttpURLConnection.plainConnect[/url](Unknown Sour
ce
)
        
at sun.net.[url]www.protocol.http.HttpURLConnection.connect[/url](Unknown Source)
        
at sun.net.[url]www.protocol.http.HttpURLConnection.getInputStream[/url](Unknown So
urce
)
        
at URLConnectionSample.main(URLConnectionSample.java:16
Qualche anima pia che mi aiuta?