How to make my URLConnection through proxy(need authentication)

Hi...
we are writing a net program behind the firewall,and the proxy server need authentication(you have to input your id,pswd and the domain where you are), so, our URLConnection cant reach the outside of the firewall.
Is there any solution???

For HTTP:
Check for example http://forum.java.sun.com/thread.jsp?forum=31&thread=360245

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