- Java, Commons HTTP Client and HTTP proxies (Aaron Johnson). Check this the first example if you just need to set proxy name/host.
- jGuru - just the last thread comment (Vivek Singh - Aug 16, 2007). Check this out if you need to set authentication parameters, as well.
Essentially here's what I ended up with (if you just need proxy name and port):
HttpClient client = new HttpClient();
client.getHostConfiguration().setProxy(proxyHost, port);