I don't think it's a permission problem - the request clearly goes out, but is considered incorrect by the server (that's what a 400 response means). A "curl
http://www.timesofmalta.com/rss" retrieves the feed fine for me, so this is odd.
By the way, the feed is in UTF-8, so unless your platform default encoding is UTF-8 (and it may well not be),
new InputStreamReader(u.getInputStream()) will get you into trouble; use
new InputStreamReader(u.getInputStream(), "UTF-8") instead.
You could also use the ROME library; it's the standard
Java library for dealing with RSS.