I'd like to provide an answer for the case that you do not have control over the code that opens the connection. Like I did when using the URLClassLoader to load a jar file from a password protected server.
The Authenticator solution would work but has the drawback that it first tries to reach the server without a password and only after the server asks for a password provides one. That's an unnecessary roundtrip if you already know the server would need a password.
public class MyStreamHandlerFactory implements URLStreamHandlerFactory {
    private final ServerInfo serverInfo;
    public MyStreamHandlerFactory(ServerInfo serverInfo) {
        this.serverInfo = serverInfo;
    }
    @Override
    public URLStreamHandler createURLStreamHandler(String protocol) {
        switch (protocol) {
            case "my":
                return new MyStreamHandler(serverInfo);
            default:
                return null;
        }
    }
}
public class MyStreamHandler extends URLStreamHandler {
    private final String encodedCredentials;
    public MyStreamHandler(ServerInfo serverInfo) {
        String strCredentials = serverInfo.getUsername() + ":" + serverInfo.getPassword();
        this.encodedCredentials = Base64.getEncoder().encodeToString(strCredentials.getBytes());
    }
    @Override
    protected URLConnection openConnection(URL url) throws IOException {
        String authority = url.getAuthority();
        String protocol = "http";
        URL directUrl = new URL(protocol, url.getHost(), url.getPort(), url.getFile());
        HttpURLConnection connection = (HttpURLConnection) directUrl.openConnection();
        connection.setRequestProperty("Authorization", "Basic " + encodedCredentials);
        return connection;
    }
}
This registers a new protocol my that is replaced by http when credentials are added. So when creating the new URLClassLoader just replace http with my and everything is fine. I know URLClassLoader provides a constructor that takes an URLStreamHandlerFactory but this factory is not used if the URL points to a jar file.