How to use a proxy with java applications?

I have a nokia 6300 type s40v3
hello,
I would like to know if it is possible to use a proxy of any and how ? kind with java applications.
thank you

Well, it works well when, into my applet, i do somethig like this:
URL url = new URL(host);
URLConnection connexion = url.openConnection();My applet uses proxy setting from IE6 but only if i use Java 1.4.2_08.
With IE6 and Java 1.5.04, it doesn't work (my applet doesn't use proxy settings)
With Firefox and Java 1.5.04, it's ok
Have you already seen a problem like this with Java 1.5.04 ?

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