Java APIs

I have written a program that logs into a web site performs some maitnenece, makes some comments in the logs and logs out. My question is how can I make my program use a proxy server?? I have looked through the javadocs and it seems as though it would be possible, but the HOW still remains a mystery. I have also done my usual goggle search and looked around but haven't had much luck. Any good tutorials anyone? Or just some pointers as to what methods I need to be calling???

thanks

dyl