Grrr!
http://www.innovation.ch/java/HTTPClient/getting_started.html
Note that for applets it is not possible to pick up authorization info from the browser (even though I would love to) because this would of course constitute a largish security problem (imagine an applet that gets all the username/passwords from the browser and sends them back to the server...). This means that the user of an applet might potentially have to enter information (s)he's already entered before.