Error on some urls only : java.net.ConnectException: Connection timed out: connect

Question

I would like to download ics files with a Java application, so that I simply tried the code at this page : http://hc.apache.org/httpclient-legacy/tutorial.html (at the bottom).

All is right with many urls, but this one gaves me the error in title : http://www.sportycal.com/cal/getIcs/id/264/remider/1/ct/any/sportycal.ics

I think it's not a configuration problem from my IDE because it works for the first url...

Morevoer, I can download the file from the second URL with my browser, and I get this headers :

Request URL:url_du_site
Request Method:GET
Status Code:200 OK

Request Headers

Accept:text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,*/*;q=0.8
Accept-Encoding:gzip,deflate,sdch
Accept-Language:fr-FR,fr;q=0.8,en-US;q=0.6,en;q=0.4
Host:www.sportycal.com
Proxy-Connection:keep-alive
User-Agent:Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/30.0.1599.101 Safari/537.36

Response Headers

Access-Control-Allow-Origin:*
Connection:close
Content-Disposition:attachment; filename=cal.ics
Content-Type:text/calendar; charset=utf-8
Date:Fri, 25 Oct 2013 08:11:16 GMT
Server:Apache/2.2.14 (Ubuntu)
Set-Cookie:symfony=8p9gbbp301jhteu52e2qu1nie0; path=/
X-Cache:MISS from office-proxy.priv.atos.fr
X-Cache-Lookup:MISS from office-proxy.***.fr:3128
X-Powered-By:PHP/5.3.2-1ubuntu4.18

I thought about this one : Connection:close. I sought the RFC, but I don't really understand what it means.. Do you think the non-persistent connection could be the reason it does not work? What can I do to get this file?

Thank you by advance for your help!

(Sorry if my english is not really good, I hope you understand anyway...)

Edit :

The code I tried is really the same as the tutorial :

public static void main(String[] args) {
    String url = "http://www.sportycal.com/cal/getIcs/id/264/remider/1/ct/any/sportycal.ics";
    readUrl(url);
}


private static void readUrl(String url) {
    // Create an instance of HttpClient.
    HttpClient client = new HttpClient();

    // Create a method instance.
    GetMethod method = new GetMethod(url);

    // Provide custom retry handler is necessary
    method.getParams().setParameter(HttpMethodParams.RETRY_HANDLER, 
            new DefaultHttpMethodRetryHandler(3, false));

    try {
      // Execute the method.
      int statusCode = client.executeMethod(method);

      if (statusCode != HttpStatus.SC_OK) {
        System.err.println("Method failed: " + method.getStatusLine());
      }

      // Read the response body.
      byte[] responseBody = method.getResponseBody();

      // Deal with the response.
      // Use caution: ensure correct character encoding and is not binary data
      System.out.println(new String(responseBody));

    } catch (HttpException e) {
      System.err.println("Fatal protocol violation: " + e.getMessage());
      e.printStackTrace();
    } catch (IOException e) {
      System.err.println("Fatal transport error: " + e.getMessage());
      e.printStackTrace();
    } finally {
      // Release the connection.
      method.releaseConnection();
    }  


}

And the stack trace I get is the following :

Fatal transport error: Connection timed out: connect
java.net.ConnectException: Connection timed out: connect
    at java.net.PlainSocketImpl.socketConnect(Native Method)
    at java.net.PlainSocketImpl.doConnect(PlainSocketImpl.java:351)
    at java.net.PlainSocketImpl.connectToAddress(PlainSocketImpl.java:213)
    at java.net.PlainSocketImpl.connect(PlainSocketImpl.java:200)
    at java.net.SocksSocketImpl.connect(SocksSocketImpl.java:366)
    at java.net.Socket.connect(Socket.java:529)
    at java.net.Socket.connect(Socket.java:478)
    at java.net.Socket.<init>(Socket.java:375)
    at java.net.Socket.<init>(Socket.java:249)
    at org.apache.commons.httpclient.protocol.DefaultProtocolSocketFactory.createSocket(DefaultProtocolSocketFactory.java:79)
    at org.apache.commons.httpclient.protocol.DefaultProtocolSocketFactory.createSocket(DefaultProtocolSocketFactory.java:121)
    at org.apache.commons.httpclient.HttpConnection.open(HttpConnection.java:706)
    at org.apache.commons.httpclient.HttpMethodDirector.executeWithRetry(HttpMethodDirector.java:386)
    at org.apache.commons.httpclient.HttpMethodDirector.executeMethod(HttpMethodDirector.java:170)
    at org.apache.commons.httpclient.HttpClient.executeMethod(HttpClient.java:396)
    at org.apache.commons.httpclient.HttpClient.executeMethod(HttpClient.java:324)
    at tests.TestUrl.readUrl(TestUrl.java:46)
    at tests.TestUrl.main(TestUrl.java:28)

Edit 2 : It looks like it is because of my environment : I tried on distant server and it seems to work !! But why it is okay for some urls, and wrong for others... No other ideas please ?