There are many cases nowadays when you have to go through HTTP proxy in order to access the internet. Eclipse provides an option to configure HTTP proxy settings – either by manual configuration or loading native system settings. (It does not support auto-configuration scripts, though, so if this is the way you configure your OS, you’ll have to provide proxy address to Eclipse manually.)
However. the settings configured via Eclipse preferences are not propagated to the Java programs that you develop. Obviously, you can provide proxy settings via VM arguments, but doing that for each and every run configuration may be painful. Fortunately, this can be solved with the help of “Default VM Arguments” setting under JRE/JDK definition. System properties configured there will be in effect for every Java program you are going to run or debug.