Make Java program work through the proxy

It is not surprising that not many users know how to make a Java program work through a domain proxy if there is no place to enter proxy settings. Just because they are not developers they do not know that it is enough to launch this program with the following command line:

java -Dhttp.proxyHost=192.168.1.1 -Dhttp.proxyPort=3128 -jar SoftWare.jar %*

This works for anonymous or domain proxies only, because there are no password settings. To work through password-authenticated proxy, you will have to setup additional local or personal proxy that uses user/pass settings to authenticate and pass traffic to upstream one. Unfortunately, I can't name any software for user/pass authentication because I've never had to work with this problem, but I know that at least Privoxy is capable to forward requests.