Found a great answer to this question here:
http://pastie.org/private/mfb3keufurzp5thfszndcq#2-3,5,9,37-109
API Parse.com. , Java- Net IO Java. HTTPS , , , .
:
httpPost.setHeader( "X-Parse-Application-Id", app_id);
httpPost.setHeader( "X-Parse-REST-API-", app_key);
conn.setRequestProperty( "X-Parse-Application-Id", app_id);
conn.setRequestProperty( "X-Parse-REST-API-", app_key);