According to the documentation here, HTTP persistence is being handled transparently in Java, although it gives you the options to control it too via http.keepAlive and http.maxConnections system properties.
However,
The current implementation doesn’t
buffer the response body. Which means
that the application has to finish
reading the response body or call
close() to abandon the rest of the
response body, in order for that
connection to be reused. Furthermore,
current implementation will not try
block-reading when cleaning up the
connection, meaning if the whole
response body is not available, the
connection will not be reused.
Take a look at the link and see if it really helps you.