Basically Java doesn't provide any mechanism to get at the "system proxy settings" primarily because on Windows there isn't really a good generic defintion of "system proxy settings" (since it's actually part of the browser rather than the system -- for instance, IE has its settings which could be totally different than Mozilla).
In programs I've written before, I had to use JNI to get at the Registry to be able to import IE's proxy settings. Now what I _may_ do is include HTTPClient from
http://www.innovation.ch/java/HTTPClient/ and just add some proxy configuration options into jEmplode. There haven't been many requests for this one, though, so it's sort of a low priority.
Incidentally, if you use an Applet through the Java Plugin, it _will_ use the proper proxy settings (as it imports them from the browser itself).
ms