When running a VERY simple URL grab script from within IntelliJ IDEA, I get:
java.net.SocketException: Permission denied: connect <
There is a known bug in JDK 1.7 related to IPv6.
Adding -Djava.net.preferIPv4Stack=true in VM Options should fix the problem.
-Djava.net.preferIPv4Stack=true
See also related question on this site.