Java APIs

Hi,

We have an application that downloads small text files (< 2 Kb) from a webserver. These files are downloaded 1 by 1 when needed. We open a HttpURLConnection, download 1 file and close the connection immediately afterwards. This is done for each file and hence produces a significant overhead.
For performance reasons (both client and server side), we would like to open a connection to the webserver once, download a number of files and then close the connection.
Currently, our code roughly looks like:

InputStream is;
HttpURLConnection con;
int resp;
try {
    URL url = new URL(location);
    con = (HttpURLConnection)url.openConnection();
    resp=con.getResponseCode();
    if(resp==HttpURLConnection.HTTP_OK) {
        is = con.getInputStream();
        // ... read data from the InputStream
        is.close();
    }
} catch (MalformedURLException murle) {
    murle.printStackTrace();
} catch (IOException ioe) {
    ioe.printStackTrace();
}

Is it even possible to download multiple files from a web server using a HttpURLConnection? If so, how? :-)
Please note that the solution should be compliant with J2SE 1.1, since we are writing an MHP application!

Thanks in advance...