How to set proxy for the programme

Hello Everyone
I am learning Java Network programming. My connection to Internet has a proxy. When I use URL class to download the information from Internet, it cannot work. I think maybe I have not set the proxy in the programme. Does anybody know how to set it?
Best wishes
Aaron Cui Lu

System.getProperties().put( "proxySet", "true" );
System.getProperties().put( "proxyHost", "proxyMachineName/IP" );
System.getProperties().put( "proxyPort", "proxyPort" );

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