Java's InputStreamReader
and OutputStreamWriter
classes are very helpful
URL u = new URL("http://www.fxis.co.jp/DMS/sgml/xml/charset/utf-8/weekly.xml");
InputStream in = u.openStream();
InputStreamReader reader = new InputStreamReader(in, "UTF-8");
int c;
while ((c = in.read) != -1) System.out.write(c);
More details in my Java I/O talk on Wednesday