The following code snippet is J2SE 6.0 code that uses the setRequestProperty method to send cookies to the server. You can find more information about cookies and the complete application of this example here.
try { //optional - for proxy connection used InetAddress addr=InetAddress.getByName("www-proxy.omv.com"); InetSocketAddress ISA=new InetSocketAddress(addr,8080); java.net.Proxy proxy=new java.net.Proxy(java.net.Proxy.Type.HTTP,ISA); url=new URL("http://java.sun.com"); URLcon = (HttpURLConnection)url.openConnection(proxy); String cookie="name_1=value_1;name_2=value_2;... name_n=value_n"; URLcon.setRequestProperty("Cookie",cookie); URLcon.connect(); System.out.println(URLcon.getResponseMessage()); }catch(MalformedURLException e) { System.out.println("Erorr:"+e.getMessage());}catch(IOException e) { System.out.println("Erorr:"+e.getMessage());}