You can set the proxy host through the command line. Depending on your network configuration, you might also need to set the proxy port. If necessary, ask your system administrator for the name of the proxy host on your network.
java -Dhttp.proxyHost=proxyhost [-Dhttp.proxyPort=portNumber] URLReader
java -Dhttp.proxyHost=proxyhost [-Dhttp.proxyPort=portNumber] URLReader