http is a small library of Java classes to let you do HTTP CGI GET, POST,
HEAD, PROBE, CHASE and "FETCH" (generic) to a server.  It will also encode
parameter pairs for you.
It does nothing on its own.  It is intended to be incorporated into your
own programs.
To see a sample use have a look at the com.mindprod.submitter package,
downloadable at http://mindprod.com/products1.html#SUBMITTER
For downloading long http:, file: or https: files, see
com.mindprod.filetransfer.Download
http://mindprod.com/products1.html#FILETRANSFER
The Get, Post, Head and Probe classes only work on http: and https:
The Fetch class works on http:, https:, file: etc.
For meanings of various response codes, see
http://mindprod/jgloss/responsecode.html
I don't have a proxy server myself, so I have not been able to experiment
with getting Http to work with one.  It may simply be a matter of setting
some Java properties with the -D option on the command line.  It would
probably be easier for you to experiment with your appplication run as a
standalone utility than as an Applet.  In my opinion, proxy servers should
be transparent to applications.  The current proxy interface sounds like
the work of teenage programmers who live on cheap pizza and don't change
their underwear.  If you are successful at getting proxies to work with
Http, please pass on what you did.  Here is what Sun has to say about
proxies.
http://java.sun.com/javase/6/docs/technotes/guides/net/proxies.html

Oracle made an error in dealing with SSL SNI (Server Name Indication).
Some sites require it enabled, others disabled.  You have to find out
by experiment. Oracle should have made controlling it an instance method
of HttpURLConnection.  But they made it a global system property.  This means
if you have threads, you will get interference between your HTTP.disableSNI() 
and HTTP.enableSNI(). One way of handling it is to do your two types of SNI
sites is separate batches.