if it's simple user/password via a pop-up dialog in the browser, you may be able to use something like:
http://user:pass@www.blah.com
as your url. but there are very few sites that work that way anymore.

the solution is to use the apache commons httpclient, which can handle session information, and log you into forms:
http://hc.apache.org/httpclient-3.x/

I think that depends entirely on how the website does it's authentication. if it's via HTTP Basic authorisation, I think you might be able to get at data like:

Code:

loadStrings("http://myUser:myPass@www.thesite.com/whatever");
 

Though I know there was a patent issue about that format, so IE doesn't do it any more, though firefox does... which way java goes I don't know.