Вот пример с использованием HttpClient от Apache:
import org.apache.commons.httpclient.*;
import org.apache.commons.httpclient.cookie.CookiePolicy;
import org.apache.commons.httpclient.methods.GetMethod;
import org.apache.commons.httpclient.methods.PostMethod;
....
HostConfiguration configuration = new HostConfiguration();
configuration.setProxy( "bla bla bla", 8080 );
HttpClient httpClient = new HttpClient();
httpClient.setHostConfiguration( configuration );
...
PostMethod postMethod = new PostMethod( "ya.ru" );
postMethod.addParameter( "par1", "val1" );
httpClient.executeMethod( postMethod );
...
GetMethod getMethod = new GetMethod( "ya.ru" );
httpClient.executeMethod( getMethod );
String body = getMethod.getResponseBodyAsString();