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First, you could wrap the PrintWriter pw into a try-with-resources statement.

Without knowing the library, it is unclear how the loop for (i = 0;; i++) can be left (only with an exception). Does some method throw a JauntException ? 
If so, where? JauntException also seems to be a quite general exception. Maybe a more specific one can be used. Also if the API provides such methods, it might be a good idea to test if more results are available (like hasNext() in Iterator) (instead of relying on exceptions for control flow).