Java URLEncode question?

I'm writing a Java program that creates a URI. Unfortunately it looks like I have to use a URLEncoder to convert all the spaces into compatible URL syntax. Normally that's either %20 or the plus + sign. However, when I try to put a URL like "http://server/a+file.mp3" into Firefox the server comes back with a 404 error. If I replace the plus sign with %20 it works. Anyone know why?