How can I keep the permission with a web server?

[igowi]

I am trying to access to a web server which requires authenticaion, from my java application. After sending every input names and values to the server, I get this message, "Sorry, administration of (the company name) requires a browser which supports frames."
I guess they close the session because they couldn't give the output.
How does a web server keep the authentication?
How can I access to the web server by a java program rather than a browser?

thanks.