Has anyone tred Keep-Alive connections using the HTTPUrlConnection class?

It seems that in order to set the header values, the URLConnection object
*must* be in the disconnected state, otherwise you will get an IllegalStateException.

So, it appears that the only way to use Keep-Alive connections is without
the ability to reset the values of the header fields. This is kind of useless,
as you may always want to update certain headers, like Date, Cookies, and

Am I missing something?