How to set a proxy only for specific connection?

Hi,
I am trying to make an Http request through a proxy. So my code looks like:
    System.setProperty("http.proxyHost", "myproxy.hello.net");
    System.setProperty("http.proxyPort", "8080");However, I believe this setting is now valid for the entire JVM. I do not want my setting to affect other programs that are running in the same JVM. The program I am writting is a servlet. So by setting the system properties I am affecting all other servlets under the same web container.
What I would like to know is whether there is a way to specify an http proxy to be used only for my connection.
It seems strange if there is no way to do this. Doesn't this raise synchronization issues as well? What if another servlet is trying to change the same system property at the same time?
Thanks in advance!

I see that the trick using
URL url = new URL("http", "myproxy.hello.net", 8080, "http://www.target.com:8000/");is not correct because it sends the proxy host as the Host HTTP header:
Host: myproxy.hello.net
instead of the final target. So it's very likely that the target or the proxy will get confused. Is there any other way of doing this?
THanks

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