You should be able to pass proxy options to the java process using parameters:
java -Dhttp.proxyHost=proxyhostURL -Dhttp.proxyPort=proxyPortNumber -Dhttp.proxyUser=someUserName -Dhttp.proxyPassword=somePassword
At, least, this used to work in the 2.5.x lines and 3.0.0. We switched libraries in 3.1.0 if I'm not mistaken, don't know if the new library also picks up these parameters.
Can anyone provide an example of how to configure ProxyHostURL and ProxyPortNo in the Extra JVM parameters of the Project configuration.