You extend the Authenticator class and register it. The javadocs at the link explain how.

I don't know if this works with the nio method that got the accepted answer to the question, but it for sure works for the old fashioned way that was the answer under that one.

Within the authenticator class implementation, you are probably going to use a PasswordAuthentication and override the getPasswordAuthentication() method of your Authenticator implementation to return it. That will be the class which is passed the user name and password you need.

Per your request, here is some sample code:

public static final String USERNAME_KEY = "username";
public static final String PASSWORD_KEY = "password";
private final PasswordAuthentication authentication;

public MyAuthenticator(Properties properties) {
    String userName = properties.getProperty(USERNAME_KEY);
    String password = properties.getProperty(PASSWORD_KEY);
    if (userName == null || password == null) {
        authentication = null;
    } else {
        authentication = new PasswordAuthentication(userName, password.toCharArray());
    }
}

protected PasswordAuthentication getPasswordAuthentication() {
    return authentication;
}

And you register it in the main method (or somewhere along the line before you call the URL):

Authenticator.setDefault(new MyAuthenticator(properties));

The usage is simple, but I find the API convoluted and kind of backwards for how you typically think about these things. Pretty typical of singleton design.

Or, if you want to be safe about it:

HttpResponse res;
DefaultHttpClient httpclient = new DefaultHttpClient();
String authorizationString = "Basic " + Base64.encodeToString(("admin" + ":" + "").getBytes(), Base64.NO_WRAP); //this line is diffe
authorizationString.replace("\n", "");
try {
    HttpGet request = new HttpGet(URI.create(url));
    request.addHeader("Authentication",authorizationString);
    res = httpclient.execute(request);
    return new MjpegInputStream(res.getEntity().getContent());              
} catch (ClientProtocolException e) {e.printStackTrace();}
} catch (IOException e) {e.printStackTrace();}

Highly recommend Apache HTTP Client

This is what I came up with helped by S201's answer plus a lot of googling. The code is simplified and without try-catch constructions.

HttpClient client = new DefaultHttpClient();
HttpPost post = new HttpPost("https://example.com/login");
HttpResponse response = null;
List<NameValuePair> postFields = new ArrayList<NameValuePair>(2);

// Set the post fields
postFields.add(new BasicNameValuePair("username", "myusername"));
postFields.add(new BasicNameValuePair("password", "mypassword"));
post.setEntity(new UrlEncodedFormEntity(postFields, HTTP.UTF_8));

// Execute the POST request
response = client.execute(post);

// Now GET the file
HttpGet get = new HttpGet("http://example.com/files/myfile.mp3");
response = client.execute(get);

HttpEntity entity = response.getEntity();
InputStream in = entity.getContent();

// Save the file to SD
File path = Environment.getExternalStoragePublicDirectory(Environment.DIRECTORY_DOWNLOADS);
path.mkdirs();
File file = new File(path, "myfile.mp3");
FileOutputStream fos = new FileOutputStream(file);

byte[] buffer = new byte[1024];
int len1 = 0;
while ((len1 = in.read(buffer)) > 0) {
        fos.write(buffer, 0, len1);
}

fos.close();

You may be having certificate issues. This is typically the problem I have encountered in the past when working with HTTPS connections in Java.

First, you should check and see if the URL to which you are attempting to connect has a signed certificate by a well-known trusted root CA, and is valid (not expired).

I would recommend opening the URL in your browser and checking the certificate information.

Just a FYI, there may be a disconnect between the Trusted Root CAs recognized by your browser and those recognized by Java. Here is another Stackoverflow question about how to get those recognized by Java: How can I get a list of trusted root certificates in Java?

If this is a self-signed certificate, then there are hoops you will need to jump through regarding importing it into and using a local Keystore. There are numerous sites and blogs that guide you through doing this, here is one such blog (not mine): Adding self-signed https certificates to java keystore

Also, while you are testing with the browser, this will help you verify that there are no proxy issues. You should definitely check your browser's settings to determine whether or not you are going through a proxy server.

You should definitely look into using HttpClient instead of java.net.URL. Here is the Apache page for HttpClient 4.2.1.

Finally, if you are looking to do a file transfer via HTTP or HTTPS, you may want to consider WebDAV.

I have used Jakarta Slide WebDAV Client for this in the past. Unfortunately, it looks like Slide is retired at this point, but there are alternatives you can find with a little bit of searching.

ADDITION

I copied down your source code sample and looked at it more closely. Looks like you set properties for http, but not https.

HTTPS has separate properties:

• https.proxyHost
• https.proxyPort

Try setting:

System.setProperty("https.proxyHost","trproxy.rwe.com") ; 
System.setProperty("https.proxyPort", "443") ; 

Look at section 2.2 on Oracle's Java Networking and Proxies.

http://docs.oracle.com/javase/6/docs/technotes/guides/net/proxies.html

I found the answer myself. Using HttpURLConnection, this method can be used to "authenticate" to a variety of services. I used chrome's build in networking tools to get the cookie values of the GET request.

HttpURLConnection con = (HttpURLConnection) new URL("https://www.shazam.com/myshazam/download-history").openConnection();
con.setRequestMethod("GET");
con.addRequestProperty("Cookie","registration=Cooki_Value_Here;profile-data=Cookie_Value_Here");
BufferedReader in = new BufferedReader(new InputStreamReader(con.getInputStream()));
String inputLine;
    while ((inputLine = in.readLine()) != null) 
    System.out.println(inputLine);
    in.close();