I am trying to make multiple connections via threads.
But every connection seems to override the other's cookies, resulting in the connections using the wrong cookies.
inside the threaded class's constructor:
    manager = new CookieManager();
    manager.setCookiePolicy(CookiePolicy.ACCEPT_ALL);
    CookieHandler.setDefault(manager);
Any way to manage the cookies per thread or per class?
New failed try:
Now every thread is using it's own index, yet they still seem to override each other cookie-wise. Any ideas?
public class threadedCookieStore implements CookieStore, Runnable {
    CookieStore[] store = new CookieStore[1000];
    int index;
    public threadedCookieStore(int new_index) {
        index = new_index;
        // get the default in memory cookie store
        store[index] = new CookieManager().getCookieStore();
        // todo: read in cookies from persistant storage
        // and add them store
        // add a shutdown hook to write out the in memory cookies
        Runtime.getRuntime().addShutdownHook(new Thread(this)); 
    }
    public void run() {
        // todo: write cookies in store to persistent storage
    }
    public void add(URI uri, HttpCookie cookie) {
        store[index].add(uri, cookie);
    }
    public List<HttpCookie> get(URI uri) {
        return store[index].get(uri);
    }
    public List<HttpCookie> getCookies() {
        return store[index].getCookies();
    }
    public List<URI> getURIs() {
        return store[index].getURIs();
    }
    public boolean remove(URI uri, HttpCookie cookie) {
        return store[index].remove(uri, cookie);
    }
     public boolean removeAll()  {
         return store[index].removeAll();
    }
}
Within the class:
threadedCookieStore cookiestore = new threadedCookieStore(index);
manager = new CookieManager(cookiestore,CookiePolicy.ACCEPT_ALL);
manager.setCookiePolicy(CookiePolicy.ACCEPT_ALL);
CookieHandler.setDefault(manager);
                Thanks everyone.
I upvoted all the answers, yet none had a complete solution.
Since google'ing this problem leads to this page here, I'll post the complete solution and accept my own answer:
HowTo:
CookieHandler to SessionCookieManager
this is based on How to use different cookies for each connection using HttpURLConnection and the CookieManager in Java , nivs describes it correctly, doesn't provide a full solution tho. So most/all credit goes to him, I'm just making the complete HowTo. The SessionCookieManager is based on Java 's source code http://docs.oracle.com/javase/7/docs/api/java/net/CookieManager.html
import java.io.IOException;
import java.net.CookieHandler;
import java.net.CookiePolicy;
import java.net.CookieStore;
import java.net.HttpCookie;
import java.net.URI;
import java.util.Collections;
import java.util.Comparator;
import java.util.List;
import java.util.Map;
public class SessionCookieManager extends CookieHandler
{
    private CookiePolicy policyCallback;
    public SessionCookieManager() {
        this(null, null);
    }
    private final static SessionCookieManager ms_instance = new SessionCookieManager();
    public static SessionCookieManager getInstance()
    {
        return ms_instance;
    }
    private final static ThreadLocal<CookieStore> ms_cookieJars = new ThreadLocal<CookieStore>() {
        @Override
        protected synchronized CookieStore initialValue() { return new InMemoryCookieStore(); }
    };
    public void clear()
    {
        getCookieStore().removeAll();
    }
    public SessionCookieManager(CookieStore store,
                         CookiePolicy cookiePolicy)
    {
        // use default cookie policy if not specify one
        policyCallback = (cookiePolicy == null) ? CookiePolicy.ACCEPT_ALL //note that I changed it to ACCEPT_ALL
                                                : cookiePolicy;
        // if not specify CookieStore to use, use default one
    }
    public void setCookiePolicy(CookiePolicy cookiePolicy) {
        if (cookiePolicy != null) policyCallback = cookiePolicy;
    }
    public CookieStore getCookieStore() {
        return ms_cookieJars.get();
    }
    public Map<String, List<String>>
        get(URI uri, Map<String, List<String>> requestHeaders)
        throws IOException
    {
        // pre-condition check
        if (uri == null || requestHeaders == null) {
            throw new IllegalArgumentException("Argument is null");
        }
        Map<String, List<String>> cookieMap =
                        new java.util.HashMap<String, List<String>>();
        // if there's no default CookieStore, no way for us to get any cookie
        if (getCookieStore() == null)
            return Collections.unmodifiableMap(cookieMap);
        List<HttpCookie> cookies = new java.util.ArrayList<HttpCookie>();
        for (HttpCookie cookie : getCookieStore().get(uri)) {
            // apply path-matches rule (RFC 2965 sec. 3.3.4)
            if (pathMatches(uri.getPath(), cookie.getPath())) {
                cookies.add(cookie);
            }
        }
        // apply sort rule (RFC 2965 sec. 3.3.4)
        List<String> cookieHeader = sortByPath(cookies);
        cookieMap.put("Cookie", cookieHeader);
        return Collections.unmodifiableMap(cookieMap);
    }
    public void
        put(URI uri, Map<String, List<String>> responseHeaders)
        throws IOException
    {
        // pre-condition check
        if (uri == null || responseHeaders == null) {
            throw new IllegalArgumentException("Argument is null");
        }
        // if there's no default CookieStore, no need to remember any cookie
        if (getCookieStore() == null)
            return;
        for (String headerKey : responseHeaders.keySet()) {
            // RFC 2965 3.2.2, key must be 'Set-Cookie2'
            // we also accept 'Set-Cookie' here for backward compatibility
            if (headerKey == null
                || !(headerKey.equalsIgnoreCase("Set-Cookie2")
                     || headerKey.equalsIgnoreCase("Set-Cookie")
                    )
                )
            {
                continue;
            }
            for (String headerValue : responseHeaders.get(headerKey)) {
                try {
                    List<HttpCookie> cookies = HttpCookie.parse(headerValue);
                    for (HttpCookie cookie : cookies) {
                        if (shouldAcceptInternal(uri, cookie)) {
                            getCookieStore().add(uri, cookie);
                        }
                    }
                } catch (IllegalArgumentException e) {
                    // invalid set-cookie header string
                    // no-op
                }
            }
        }
    }
    /* ---------------- Private operations -------------- */
    // to determine whether or not accept this cookie
    private boolean shouldAcceptInternal(URI uri, HttpCookie cookie) {
        try {
            return policyCallback.shouldAccept(uri, cookie);
        } catch (Exception ignored) { // pretect against malicious callback
            return false;
        }
    }
    /*
     * path-matches algorithm, as defined by RFC 2965
     */
    private boolean pathMatches(String path, String pathToMatchWith) {
        if (path == pathToMatchWith)
            return true;
        if (path == null || pathToMatchWith == null)
            return false;
        if (path.startsWith(pathToMatchWith))
            return true;
        return false;
    }
    /*
     * sort cookies with respect to their path: those with more specific Path attributes
     * precede those with less specific, as defined in RFC 2965 sec. 3.3.4
     */
    private List<String> sortByPath(List<HttpCookie> cookies) {
        Collections.sort(cookies, new CookiePathComparator());
        List<String> cookieHeader = new java.util.ArrayList<String>();
        for (HttpCookie cookie : cookies) {
            // Netscape cookie spec and RFC 2965 have different format of Cookie
            // header; RFC 2965 requires a leading $Version="1" string while Netscape
            // does not.
            // The workaround here is to add a $Version="1" string in advance
            if (cookies.indexOf(cookie) == 0 && cookie.getVersion() > 0) {
                cookieHeader.add("$Version=\"1\"");
            }
            cookieHeader.add(cookie.toString());
        }
        return cookieHeader;
    }
    static class CookiePathComparator implements Comparator<HttpCookie> {
        public int compare(HttpCookie c1, HttpCookie c2) {
            if (c1 == c2) return 0;
            if (c1 == null) return -1;
            if (c2 == null) return 1;
            // path rule only applies to the cookies with same name
            if (!c1.getName().equals(c2.getName())) return 0;
            // those with more specific Path attributes precede those with less specific
            if (c1.getPath().startsWith(c2.getPath()))
                return -1;
            else if (c2.getPath().startsWith(c1.getPath()))
                return 1;
            else
                return 0;
        }
    }
}
Note that in my case I changed the default value of CookiePolicy to ACCEPT_ALL
CookieHandler.setDefault(SessionCookieManager.getInstance());
SessionCookieManager.getInstance().clear();
again: not my idea, just putting it together. All credit goes to Java and https://stackoverflow.com/users/1442259/nivs 
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