How to modify the header of a HttpUrlConnection
Open the URL with URL.openConnection. Optionally cast to HttpURLConnection. Call URLConnection.setRequestProperty/addRequestProperty.
The default User-Agent header value is set from the "http.agent" system property. The PlugIn and WebStart allow you to set this property.
If you use Apache HttpClient to manage your programmatic HTTP connectivity you get an extremely useful API which makes creating connections (and optional automatic re-connecting on fail), setting Headers, posts vs gets, handy methods for retrieving the returned content and much much more.