I wrote a Java scheduler, every hour using:
new SAXBuilder().build(new URL(xxx));
or
HttpConnection.connect(new URL(xxx));
Take a look at this thread: http://httpcomponents.10934.n7.nabble.com/throttlling-download-traffic-td18329.html
Also, if you use apache httpclient you can configure it to use gzip compression and save a bit of bandwidth. Particularly with xml, you should expect a lot less bytes transferred this way.