How to programmatically manipulate web pages, page elements, and dialogs?

Hi, I am trying to write a simple program that will:
1. Access a downloadable resource on a web page
2. Respond to a dialog box by:
a. Filling in a filename to save the resource to
b. Selecting the "Next" (or "Save" or "Finish" or whatever it's called) button to save the file
3. Return to 1 to get another resource
As it turns out, I can form the URL that immediately accesses the resource, so I don't have to surf through web pages. I can just immediately enter the URL I want. So therefore, I have two questions:
1. Given a URL, how do I programmatically (from a Windows Vista environment and a regular DSL connection) access a web page?
2. Once I've accessed the URL and a dialog pops up, how do I programmatically enter a filename and hit "Save"?
Obviously, I'm no ace programmer. I have spent a couple of hours trying to figure out how to do this and looking for answers, but Googling "java http" doesn't give me a narrow set of responses :) so I thought I'd ask here. I welcome someone taking me by the hand and showing me exactly how to do this, but if you can just point me to some resources that don't require twelve hours of research to find what I want, that would be great, too.

When accessing a file online, there will not always be a dialog box. This box is created by your web browser in response to a URL that points directly to a file, that the browser can't display. So my point is you can skip this step, and decide what you want to do in your program's code rather than being asked in a dialog box.
For accessing files online, check out URLConnection .

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