I have a weird problem, i have to parse XML file to get data, when I parse file: http://www.nbp.pl/kursy/xml/c073z070413.xml, all works ok (file is parsed), but when I try parse file : http://www.nbp.pl/kursy/xml/a002z020103.xml then I get a message that program cant find this file (In browser, the XML file works)
Exception:
java.io.FileNotFoundException: C:\Projects\AreYouSmart\abch.dtd (Could not found file)
Below is a full example code. (Code is taken from StackOverflow: XML parse file from HTTP)
public class TylkoPobieranie {
    public static void main(String[] args) {
        try {
            new TylkoPobieranie().start();
        } catch (Exception e) {
            e.printStackTrace();
        }
    }
    private void start() throws Exception {
        // link work: URL url = new URL("http://www.nbp.pl/kursy/xml/c073z070413.xml");
        URL url = new URL("http://www.nbp.pl/kursy/xml/a002z020103.xml");
        URLConnection connection = url.openConnection();
        Document doc = parseXML(connection.getInputStream());
        NodeList descNodes = doc.getElementsByTagName("pozycja");
        for (int i = 0; i < descNodes.getLength(); i++) {
            System.out.println(descNodes.item(i).getTextContent());
        }
    }
    private Document parseXML(InputStream stream) throws Exception {
        DocumentBuilderFactory objDocumentBuilderFactory = null;
        DocumentBuilder objDocumentBuilder = null;
        Document doc = null;
        try {
            objDocumentBuilderFactory = DocumentBuilderFactory.newInstance();
            //ANSWER:
             objDocumentBuilderFactory.setFeature("http://apache.org/xml/features/nonvalidating/load-external-dtd", false);
            objDocumentBuilder = objDocumentBuilderFactory.newDocumentBuilder();
            doc = objDocumentBuilder.parse(stream);
        } catch (Exception ex) {
            throw ex;
        }
        return doc;
    }
}