import org.xml.sax;
import java.io.*;
import java.util.zip.*;
...
try {
  URL u = new URL("http://metalab.unc.edu/xml/examples/1998validstats.xml.gz"); 
  InputStream raw = u.openStream();
  InputStream decompressed = new GZIPInputStream(in);
  InputSource in = new InputSource(decompressed);
  // read the document... 
}
catch (IOException e) {
  System.err.println(e);
}
catch (SAXException e) {
  System.err.println(e);
}