Exception not firing on openConnection.connect

Hi all !
I'm trying to see if a URL exists before I go to it in an applet. I'm using the following code :
try {
     url = new URL(getCodeBase(), "doesnotexist.htm");
} catch(MalformedURLException e) {
     System.out.println("i dont get an error here");
//check URL exists
try {
     url.openConnection().connect();
} catch (IOException e) {     
     System.out.println(" should error, but never gets to this bit");
This works PERFECTLY when running it on my machine, i.e. if I give it a page which does not exist, it will fire the IOException. However, as soon as I put it on my site, it stops working ! (it never gets to the System.out.println)
I've even changed it to :
//check URL exists
try {
     url.openConnection().connect();
} catch (Exception e) {
     System.out.println("still never gets to this bit");
... to try and catch any "generic" exception that it might be throwing instead of IOException.
What am I doing wrong ?!?
Many thanks in advance ! :-)

Um, maybe I didn't explain myself very well, sorry :-)
If I give it a URL which I know doesn't exist, ergo it SHOULD fire an exception (which I can then handle by sending the applet to an error page of my own design) .... except it doesn't. When I go on after the above code, and go to the URL tested, I get a 404 error (because, of course, my page doesn't exist)

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