title: Java: DatagramSocket and proxy (firewall)
body: <p>It may be that I'm not understanding the UDP protocol...</p>
  
  <p>I'm trying to receive data from a server using the UDP protocol, but I'm sitting behind a firewall.  The URLConnection constructor can take an instance of Proxy (as well as a way to set up user name and password of such a proxy server).</p>
  
  <p>How do I connect through a proxy server using the UDP protocol (DatagramSocket)?</p>
  
  <p>Best regards,
  TX</p>