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Recently, I have purchase one software and it use Java applet to display the data for me
and let me to download  its data and stored it a file through its  software pop download menu
in Java Application. But it is really painful to click 50 files or times to download what I need.
Is there any method I could use to see the exact the download file path and filename so I could have all files
through xmlhttp request by javascript without too many clicking its download popup menu and message box .

Is there Java debugger like Firefox firebug to know where is download file path and name  ?
If I know the exact path and file name, could I user xmlhttp ajax to extract all data from the software site.
People say it is not possilbe t do xmlhttp request if the javascript and  request file is not in the same domain
Cross-domin xmlhttp request is impossilbe . Is it true for Ajax  ?

Please advise

Duncan

Internet explorer will let you do cross-domain ajax request, but Firefox will not, so you will be able to do this depending on the broser you use.

Since the applet is a client-side app the files will be requested from your machine, so it will be possible to use something like Wireshark packet-sniffer to sniff the traffic to and from our machine to determine where the files are coming from. It will be a bit of a hunt (working with wireshark is always fun ;) ) but it should be doable.

I'm not sure I understood you correctly, but if you are dealing with
Java applet, then is not quite like JavaScript - the applet which you purchased most probably
came to you without Java source code, only as compiled binary class files.
There is a lot of Java debuggers and IDE's like Eclipse, NetBeans, Intelij Idea, JDeveloper
but they all require to have Java source code.
Even though in general you can decompile applet
classes, but this is not always useful and most probably your vendor
has some precaution so that you would not be able to do it easily.
Probably best of all to contact your vendor and ask them
to make modifications which you need.

Try running through a debugging proxy like Charles http://www.charlesproxy.com/ That will tell you where you're connecting to