String urlString = "http://www.nbc.com/Heroes/novels/downloads/Heroes_novel_001.pdf";
URL url = new URL(urlString);
if(/* Url does not return 404 */) {
    System.out.println("exists");
} else {
    System.out.println("does not exists");
}
urlString = "http://www.nbc.com/Heroes/novels/downloads/Heroes_novel_190.pdf";
url = new URL(urlString);
if(/* Url does not return 404 */) {
    System.out.println("exists");
} else {
    System.out.println("does not exists");
}

This should print

exists
does not exists

TEST

public static String URL = "http://www.nbc.com/Heroes/novels/downloads/";

public static int getResponseCode(String urlString) throws MalformedURLException, IOException {
    URL u = new URL(urlString); 
    HttpURLConnection huc =  (HttpURLConnection)  u.openConnection(); 
    huc.setRequestMethod("GET"); 
    huc.connect(); 
    return huc.getResponseCode();
}

System.out.println(getResponseCode(URL + "Heroes_novel_001.pdf")); 
System.out.println(getResponseCode(URL + "Heroes_novel_190.pdf"));   
System.out.println(getResponseCode("http://www.example.com")); 
System.out.println(getResponseCode("http://www.example.com/junk"));           

Output

200
200
200
404

SOLUTION

Add the next line before .connect() and the output would be 200, 404, 200, 404

huc.setRequestProperty("User-Agent", "Mozilla/5.0 (Windows; U; Windows NT 6.0; en-US; rv:1.9.1.2) Gecko/20090729 Firefox/3.5.2 (.NET CLR 3.5.30729)");