One useful feature that Java has is an excellent set of tools for using the internet. One of the example programs, GetURL.nb, discussed in Section 1.3.4, presents some functions for reading files into Mathematica directly off the internet. Other programs, like XML parsers, might try to read files from the internet in less obvious circumstances. If you access the internet via a proxy server, for example as part of a company firewall, you might need to tell Java the proxy settings before it can access the internet from your machine.
Settings for an internet proxy.
J/Link provides the SetInternetProxy function for users who need to provide proxy settings to Java. On many systems, particularly Macintosh and Windows, Java will be able to determine proxy settings from your browser preferences. If you find that Java programs that try to access the internet fail, possibly after a long timeout, then you might need to use SetInternetProxy. Here is a typical example:
You should verify that you need to use this function before you bother to call it. Try the GetURL.nb example file as a test. Consult your system administrator or your network settings if you do not know the correct values for your system.