Try using these two java  objects: java.net.URL and java.net.Socket
for the APIs see: http://java.sun.com/j2se/1.4.1/docs/api/

Here is an example from Java Examples in a Nutshell


/*
* Copyright (c) 2000 David Flanagan. All rights reserved.
* This code is from the book Java Examples in a Nutshell, 2nd
Edition.
* It is provided AS-IS, WITHOUT ANY WARRANTY either expressed or
implied.
* You may study, use, and modify it for any non-commercial purpose.
* You may distribute it non-commercially as long as you retain this
notice.
* For a commercial use license, or to purchase the book
(recommended),
* visit http://www.davidflanagan.com/javaexamples2.
*/
import java.io.*;
import java.net.*;

/**
* This program connects to a Web server and downloads the specified
URL
* from it. It uses the http  protocol directly.
**/
public class HttpClient {
public static void main(String[] args) {
try {
// Check the arguments
if ((args.length != 1) && (args.length != 2))
throw new IllegalArgumentException("Wrong number of
args");

// Get an output stream to write the URL contents to
OutputStream to_file;
if (args.length == 2) to_file = new FileOutputStream(args
[1]);
else to_file = System.out;

// Now use the URL class to parse the user-specified URL
into
// its various parts.
URL url = new URL(args[0]);
String protocol = url.getProtocol();
if (!protocol.equals("http")) // Check that we support
the protocol
throw new IllegalArgumentException("Must use 'http:'
protocol");
String host = url.getHost();
int port = url.getPort();
if (port == -1) port = 80; // if no port, use the default
HTTP port
String filename = url.getFile();

System.out.println("filename "+filename);

// Open a network socket connection to the specified host
and port
Socket socket = new Socket(host, port);

// Get input and output streams for the socket
InputStream from_server = socket.getInputStream();
PrintWriter to_server = new PrintWriter
(socket.getOutputStream());

// Send the HTTP GET command to the Web server,
specifying the file
// This uses an old and very simple version of the HTTP
protocol
to_server.print("GET " + filename + "\n\n");
to_server.flush(); // Send it right now!

// Now read the server's response, and write it to the
file
byte[] buffer = new byte[4096];
int bytes_read;
while((bytes_read = from_server.read(buffer)) != -1)
to_file.write(buffer, 0, bytes_read);

// When the server closes the connection, we close our
stuff
socket.close();
to_file.close();
}
catch (Exception e) { // Report any errors that arise
System.err.println(e);
System.err.println("Usage: java HttpClient <URL>
[<filename>]");
}
}
}