I have some code which connects to a URL to download a file, and then performs some processing on it. However, sometimes I am receiving the error java.net.SocketException:
I've been wired to think that swallowing an exception is always bad, but I think here, that's the only way to tell if the connection was indeed reset. I guess you are handling the exception according to your requirements, so that's all the matters.
But I would, however, make it so you don't swallow the last exception. If it fails three times, you'll want to rethrow that exception or fail gracefully somehow.