File not found Exception when calling Yahoo Search via REST and Java

Any ideas as to why I may get this when I call the Yahoo search service .
I set a proxy.
        System.setProperty("proxyHost", "SOME_PROXY");
        System.setProperty("proxyPort","8080");       

    and then a baisc search call :

       URL url = new URL(MessageFormat.format(WEB_SEARCH_URL_FORMAT,new Object[]{URLEncoder.encode(APPLICATION_ID, "utf-8"),
       URLEncoder.encode(query, "utf-8")}));       
       
        // Create an XPath engine.
        XPath xpath = XPathFactory.newInstance().newXPath( );
       
        // Execute the query.
        Document responseDocument = null;
        try {
  
            // We need a Document to use XPath.           
            DocumentBuilder builder = DocumentBuilderFactory.newInstance().newDocumentBuilder();
            responseDocument = builder.parse(url.openStream());
        }
        catch (IOException e)
    {ERROR CAUGHT HERE}


Request URL = http://api.search.yahoo.com/WebSearchService/V1/webSearch?appid=SOME_APP_ID&query=QUERY_STRING
Error calling the service: java.io.FileNotFoundException: http://api.search.yahoo.com/WebSearchService/V1/webSearch?appid=SOME_APP_ID&query=QUERY_STRING
java.io.FileNotFoundException: http://api.search.yahoo.com/WebSearchService/V1/webSearch?appid=SOME_APP_ID&query=QUERY_STRING
    at sun.net.www.protocol.http.HttpURLConnection.getInputStream(HttpURLConnection.java:1303)
    at java.net.URL.openStream(URL.java:1009)
    at org.ofcom.industry.search.YahooSearch.main(YahooSearch.java:69)