You can't get around the firewall. It's on the server, and all client accesses will need to get through it. Trying to bypass it (or force your way through it) might be seen as an attack that has legal ramifications.
HTTP tunneling refers to other protocols being piggy-backed on top of HTTP, in order to get through the firewall on port 80 (which is generally open for the web servers). But if you can run servlets on the server, then you can just use HTTP to begin with (which applets can easily use thanks to java.net.URL and friends).
What is the purpose of wanting to change the proxy settings? Applets can use proxies, too, when they make their HTTP connections.
I have an App which makes purchases in US on behalf of customer in Asia . US sites dont usually accept orders from Asia.
The proxy server, using our system, provides the resource by connecting to the specified server and requesting the service on behalf of the client. A proxy server can alter the client's request or the server's response, and sometimes it may serve the request without contacting the specified server using 'cache mechanism'
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