Java SE (Java Platform, Standard Edition)

Is it the case that the JVM provides implicit support for proxy servers (including NTLM authentication) or is this something that must be explicitly supported by the Applet?

I ask this as we recently implemented a Forefront TMG proxy server which uses integrated (NTLM) authentication. Everything in the browser works except for Java Applets (or at least 100% of the ones I've tried).

Microsoft claims that we need to individually unblock each URL that need access, this seems crazy to me: http://support.microsoft.com/kb/925881

I've been able to establish that Java supports proxy servers with NTLM authentication, but what is not clear to me is if that is a global JVM setting or simply left to the Applet developers discretion.

I would appreciate any help.

Thanks!

Paul Swanson