I'm fairly new to java and need someone to point me in the right direction. I'm writing a non web-based java program, and part of that program requires the ability to download files from websites (e.g. images, zip etc).

I tried looking through the java class descriptions on the sun developer network site and searching yahoo! With little success. If someone could suggest a class I could read up on or an approach this would be much appreciated, I just don't know where to start on this one! Cheers.

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You're going to be reading files over an HTTP (most likely) network connection.
That should give you a strong indication of the direction you want to look at.

There is a nice book that was written about 2 years ago in which the authors create (among other things) a download manager using Java.
It's called "The Art of Java", would be a good idea to order that book and read it.
Contains a lot of nice ideas and examples of what Java can do (and most people think it can't).

Cheers!

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